+3,701.6%
ALNY vs ES
+693.2%
+3,008.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +12.2% | +0.3% | +11.9% | +12.1% |
| 30D | +16.3% | -2.0% | +18.3% | +17.2% |
| 3M | -12.4% | +1.7% | -14.0% | -12.9% |
| 6M | -18.7% | -3.5% | -15.2% | -17.7% |
| YTD | -33.1% | +7.9% | -41.0% | -35.5% |
| 1Y | -41.3% | +17.2% | -58.5% | -45.9% |
| 3Y | +32.3% | +29.3% | +3.0% | +13.6% |
| 5Y | +34.8% | -5.7% | +40.5% | +31.7% |
| 10Y | +284.7% | +85.2% | +199.5% | +135.9% |
| All | +3,701.6% | +693.2% | +3,008.4% | +770.9% |
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