+2,137.9%
ALNY vs ES
+703.6%
+1,434.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.4% |
| 7D | 0.0% | -1.1% | +1.1% | +0.4% |
| 30D | -30.0% | +8.2% | -38.2% | -32.6% |
| 3M | -30.1% | +0.6% | -30.7% | -30.6% |
| 6M | -46.4% | +6.0% | -52.3% | -47.9% |
| YTD | -60.6% | +9.3% | -69.9% | -62.4% |
| 1Y | -65.4% | +1.1% | -66.5% | -66.1% |
| 3Y | -3.2% | +51.9% | -55.2% | -22.5% |
| 5Y | -8.3% | +6.5% | -14.8% | -15.5% |
| 10Y | +236.6% | +94.8% | +141.8% | +100.5% |
| All | +2,137.9% | +703.6% | +1,434.2% | +407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling