+3,452.6%
ALNY vs EXPD
+986.1%
+2,466.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.4% |
| 7D | -6.5% | +2.0% | -8.6% | -7.5% |
| 30D | +11.0% | +4.4% | +6.6% | +8.6% |
| 3M | -14.1% | +15.7% | -29.8% | -20.3% |
| 6M | -22.4% | +37.5% | -59.9% | -34.4% |
| YTD | -37.5% | +29.9% | -67.4% | -46.2% |
| 1Y | -46.9% | +57.8% | -104.7% | -59.1% |
| 3Y | +22.1% | +71.6% | -49.6% | -12.0% |
| 5Y | +31.2% | +62.2% | -31.1% | -6.3% |
| 10Y | +256.3% | +330.7% | -74.3% | +41.4% |
| All | +3,452.6% | +986.1% | +2,466.4% | +692.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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