-46.9%
ALNY vs ESTC
-7.7%
-39.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -9.2% | +2.6% | -6.0% |
| 30D | +11.0% | +8.1% | +3.0% | +10.0% |
| 3M | -14.1% | +38.5% | -52.5% | -16.2% |
| 6M | -22.4% | +57.8% | -80.2% | -25.1% |
| YTD | -37.5% | +10.5% | -48.0% | -38.2% |
| 1Y | -46.9% | -6.4% | -40.6% | -48.1% |
| All | -46.9% | -7.7% | -39.2% | -48.1% |
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 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