-62.0%
ALNY vs ESTC
+1.6%
-63.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -30.7% | -15.9% | -14.8% | -29.3% |
| 30D | -26.7% | -5.5% | -21.2% | -25.9% |
| 3M | -26.4% | +26.2% | -52.7% | -27.8% |
| 6M | -45.9% | +77.0% | -123.0% | -48.5% |
| YTD | -59.5% | +18.9% | -78.4% | -59.5% |
| 1Y | -62.0% | +1.3% | -63.3% | -60.7% |
| All | -62.0% | +1.6% | -63.5% | -60.7% |
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