+199.8%
ALNY vs ESTC
+26.3%
+173.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.5% |
| 7D | +5.7% | -4.3% | +10.0% | +6.5% |
| 30D | +18.7% | +17.7% | +0.9% | +13.4% |
| 3M | -11.0% | +42.3% | -53.3% | -18.7% |
| 6M | -18.9% | +64.6% | -83.4% | -29.1% |
| YTD | -34.6% | +17.2% | -51.8% | -38.7% |
| 1Y | -42.8% | -4.2% | -38.6% | -44.3% |
| 3Y | +29.1% | +13.5% | +15.6% | +10.7% |
| 5Y | +39.6% | -45.5% | +85.1% | +33.9% |
| All | +199.8% | +26.3% | +173.5% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling