+236.1%
ALNY vs EW
+120.5%
+115.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.3% |
| 7D | -6.5% | -6.2% | -0.4% | -4.7% |
| 30D | +11.0% | -9.3% | +20.4% | +14.6% |
| 3M | -14.1% | -1.6% | -12.4% | -13.8% |
| 6M | -22.4% | -0.8% | -21.5% | -22.5% |
| YTD | -37.5% | -1.0% | -36.4% | -37.6% |
| 1Y | -46.9% | +8.2% | -55.1% | -48.6% |
| 3Y | +22.1% | +12.7% | +9.4% | +10.8% |
| 5Y | +31.2% | -30.2% | +61.4% | +38.4% |
| All | +236.1% | +120.5% | +115.6% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling