+3,615.7%
ALNY vs EW
+2,758.9%
+856.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.3% | -0.9% |
| 7D | +5.7% | -4.4% | +10.1% | +7.6% |
| 30D | +18.7% | -3.3% | +22.0% | +20.3% |
| 3M | -11.0% | +1.0% | -12.0% | -11.5% |
| 6M | -18.9% | +6.2% | -25.1% | -21.3% |
| YTD | -34.6% | +1.7% | -36.3% | -35.4% |
| 1Y | -42.8% | +8.1% | -51.0% | -45.1% |
| 3Y | +29.1% | +17.1% | +12.0% | +12.7% |
| 5Y | +39.6% | -29.4% | +69.0% | +46.8% |
| 10Y | +253.8% | +121.7% | +132.0% | +104.5% |
| All | +3,615.7% | +2,758.9% | +856.8% | +480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling