-5.1%
ALNY vs ES
+52.1%
-57.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.2% |
| 30D | -30.0% | +8.2% | -38.2% | -31.3% |
| 3M | -30.1% | +0.6% | -30.7% | -30.2% |
| 6M | -46.4% | +6.0% | -52.3% | -46.9% |
| YTD | -60.6% | +9.3% | -69.9% | -61.3% |
| 1Y | -65.4% | +1.1% | -66.5% | -65.5% |
| All | -5.1% | +52.1% | -57.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling