+22.1%
ALNY vs EXPE
+157.0%
-134.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.3% |
| 7D | -6.5% | -5.8% | -0.8% | -5.8% |
| 30D | +11.0% | -13.6% | +24.7% | +13.3% |
| 3M | -14.1% | +25.2% | -39.2% | -16.2% |
| 6M | -22.4% | +22.3% | -44.7% | -24.3% |
| YTD | -37.5% | -0.3% | -37.2% | -37.7% |
| 1Y | -46.9% | +27.8% | -74.7% | -49.4% |
| 3Y | +22.1% | +162.4% | -140.4% | -0.6% |
| All | +22.1% | +157.0% | -134.9% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling