+236.1%
ALNY vs EWJ
+144.4%
+91.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.9% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | +11.0% | +0.8% | +10.3% | +10.4% |
| 3M | -14.1% | +7.5% | -21.6% | -19.2% |
| 6M | -22.4% | +15.6% | -38.0% | -30.9% |
| YTD | -37.5% | +22.7% | -60.2% | -46.9% |
| 1Y | -46.9% | +26.4% | -73.3% | -56.1% |
| 3Y | +22.1% | +72.5% | -50.5% | -22.5% |
| 5Y | +31.2% | +52.4% | -21.3% | -8.7% |
| All | +236.1% | +144.4% | +91.7% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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