+236.1%
ALNY vs EXPE
+169.0%
+67.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.2% |
| 7D | -6.5% | -5.8% | -0.8% | -5.6% |
| 30D | +11.0% | -13.6% | +24.7% | +13.7% |
| 3M | -14.1% | +25.2% | -39.2% | -17.2% |
| 6M | -22.4% | +22.3% | -44.7% | -25.2% |
| YTD | -37.5% | -0.3% | -37.2% | -38.1% |
| 1Y | -46.9% | +27.8% | -74.7% | -50.1% |
| 3Y | +22.1% | +162.4% | -140.4% | -2.0% |
| 5Y | +31.2% | +95.8% | -64.6% | +7.2% |
| All | +236.1% | +169.0% | +67.1% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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