+30.6%
ALNY vs EW
-29.2%
+59.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -6.4% | -3.4% | -3.1% | -5.6% |
| 30D | +11.9% | -7.4% | +19.3% | +14.2% |
| 3M | -15.0% | +0.9% | -15.9% | -15.3% |
| 6M | -23.2% | +1.2% | -24.4% | -23.7% |
| YTD | -37.8% | +1.8% | -39.5% | -38.3% |
| 1Y | -47.3% | +10.8% | -58.1% | -48.9% |
| 3Y | +22.9% | +17.1% | +5.7% | +10.7% |
| 5Y | +30.6% | -28.2% | +58.8% | +35.4% |
| All | +30.6% | -29.2% | +59.8% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling