+33.9%
ALNY vs EWJ
+50.5%
-16.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.6% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | +11.0% | +0.8% | +10.3% | +10.6% |
| 3M | -14.1% | +7.5% | -21.6% | -17.9% |
| 6M | -22.4% | +15.6% | -38.0% | -29.3% |
| YTD | -37.5% | +22.7% | -60.2% | -45.3% |
| 1Y | -46.9% | +26.4% | -73.3% | -54.6% |
| 3Y | +22.1% | +72.5% | -50.5% | -18.8% |
| All | +33.9% | +50.5% | -16.7% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling