+6.1%
ALNY vs ETHA
-27.9%
+34.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | +0.3% |
| 7D | -6.5% | +3.5% | -10.0% | -6.7% |
| 30D | +11.0% | +35.3% | -24.3% | +9.0% |
| 3M | -14.1% | +50.9% | -64.9% | -16.3% |
| 6M | -22.4% | +22.1% | -44.5% | -23.5% |
| YTD | -37.5% | -14.6% | -22.9% | -37.3% |
| 1Y | -46.9% | -42.8% | -4.1% | -45.9% |
| All | +6.1% | -27.9% | +34.1% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 5y: compounded portfolio wealth divided by compounded ETHA 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…
5y analysis · Full analysis span regression · 6 months rolling