-62.0%
ALNY vs ETR
+18.4%
-80.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +1.0% |
| 7D | -30.7% | +3.7% | -34.4% | -30.4% |
| 30D | -26.7% | +11.0% | -37.7% | -26.6% |
| 3M | -26.4% | +3.4% | -29.9% | -26.1% |
| 6M | -45.9% | -3.3% | -42.6% | -45.6% |
| YTD | -59.5% | +23.3% | -82.7% | -59.9% |
| 1Y | -62.0% | +19.2% | -81.1% | -62.0% |
| All | -62.0% | +18.4% | -80.3% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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