-41.3%
ALNY vs ESTC
+7.3%
-48.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.8% |
| 7D | +12.2% | -8.1% | +20.3% | +12.8% |
| 30D | +16.3% | +31.7% | -15.3% | +13.8% |
| 3M | -12.4% | +41.1% | -53.4% | -14.7% |
| 6M | -18.7% | +77.1% | -95.8% | -22.0% |
| YTD | -33.1% | +21.7% | -54.8% | -34.2% |
| 1Y | -41.3% | +8.4% | -49.7% | -42.0% |
| All | -41.3% | +7.3% | -48.6% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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