-62.0%
ALNY vs ES
-1.6%
-60.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | +0.6% |
| 7D | -30.7% | +5.3% | -36.0% | -31.0% |
| 30D | -26.7% | +8.9% | -35.7% | -27.6% |
| 3M | -26.4% | -1.9% | -24.5% | -25.9% |
| 6M | -45.9% | +3.9% | -49.8% | -45.6% |
| YTD | -59.5% | +8.3% | -67.8% | -58.9% |
| 1Y | -62.0% | -0.1% | -61.8% | -61.0% |
| All | -62.0% | -1.6% | -60.4% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling