+186.7%
ALNY vs ESTC
+19.1%
+167.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -9.2% | +2.6% | -4.6% |
| 30D | +11.0% | +8.1% | +3.0% | +8.1% |
| 3M | -14.1% | +38.5% | -52.5% | -21.1% |
| 6M | -22.4% | +57.8% | -80.2% | -31.5% |
| YTD | -37.5% | +10.5% | -48.0% | -40.6% |
| 1Y | -46.9% | -6.4% | -40.6% | -48.0% |
| 3Y | +22.1% | +4.7% | +17.4% | +6.7% |
| 5Y | +31.2% | -47.8% | +79.0% | +26.8% |
| All | +186.7% | +19.1% | +167.5% | +97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling