+5.6%
ALNY vs ETHA
-30.2%
+35.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -6.4% | -2.4% | -4.0% | -6.3% |
| 30D | +11.9% | +30.9% | -19.0% | +10.1% |
| 3M | -15.0% | +51.1% | -66.1% | -17.3% |
| 6M | -23.2% | +20.5% | -43.7% | -24.3% |
| YTD | -37.8% | -17.3% | -20.5% | -37.5% |
| 1Y | -47.3% | -43.2% | -4.0% | -46.2% |
| All | +5.6% | -30.2% | +35.8% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling