+241.8%
ALNY vs EQX
+232.0%
+9.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | +0.4% |
| 7D | -6.5% | -3.2% | -3.3% | -6.3% |
| 30D | +11.0% | +7.8% | +3.3% | +10.5% |
| 3M | -14.1% | +21.3% | -35.4% | -15.4% |
| 6M | -22.4% | -22.4% | 0.0% | -21.4% |
| YTD | -37.5% | -11.3% | -26.1% | -37.4% |
| 1Y | -46.9% | +13.5% | -60.4% | -47.8% |
| 3Y | +22.1% | +162.1% | -140.1% | +12.6% |
| 5Y | +31.2% | +84.2% | -53.0% | +21.0% |
| All | +241.8% | +232.0% | +9.7% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling