+26.6%
ALNY vs ESTC
+11.0%
+15.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -3.5% | -3.3% | -0.2% | -3.2% |
| 30D | +18.9% | +13.4% | +5.5% | +16.8% |
| 3M | -13.3% | +41.3% | -54.7% | -16.9% |
| 6M | -20.3% | +62.6% | -82.9% | -25.1% |
| YTD | -35.1% | +14.8% | -49.9% | -36.7% |
| 1Y | -46.5% | -5.1% | -41.4% | -46.8% |
| All | +26.6% | +11.0% | +15.7% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling