+3,435.9%
ALNY vs EWJ
+243.5%
+3,192.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.6% |
| 7D | -6.4% | -1.5% | -4.9% | -5.4% |
| 30D | +11.9% | +0.2% | +11.7% | +11.7% |
| 3M | -15.0% | +8.6% | -23.6% | -21.6% |
| 6M | -23.2% | +12.1% | -35.4% | -31.2% |
| YTD | -37.8% | +20.1% | -57.9% | -47.3% |
| 1Y | -47.3% | +25.2% | -72.4% | -57.0% |
| 3Y | +22.9% | +70.8% | -47.9% | -23.0% |
| 5Y | +30.6% | +49.2% | -18.6% | -9.3% |
| 10Y | +254.6% | +138.6% | +116.1% | +68.6% |
| All | +3,435.9% | +243.5% | +3,192.4% | +1,290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling