+21.5%
ALNY vs EW
+17.2%
+4.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -6.4% | -3.4% | -3.1% | -5.9% |
| 30D | +11.9% | -7.4% | +19.3% | +13.4% |
| 3M | -15.0% | +0.9% | -15.9% | -15.1% |
| 6M | -23.2% | +1.2% | -24.4% | -23.5% |
| YTD | -37.8% | +1.8% | -39.5% | -38.1% |
| 1Y | -47.3% | +10.8% | -58.1% | -48.2% |
| All | +21.5% | +17.2% | +4.3% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling