+15.0%
EEM vs ALNY
-62.5%
+77.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -3.0% | -30.7% | +27.7% | -2.7% |
| 30D | -10.3% | -26.7% | +16.4% | -10.0% |
| 3M | -6.6% | -26.4% | +19.8% | -6.1% |
| 6M | -3.4% | -45.9% | +42.6% | -3.1% |
| YTD | +13.2% | -59.5% | +72.7% | +14.7% |
| 1Y | +15.0% | -62.0% | +77.0% | +16.2% |
| All | +15.0% | -62.5% | +77.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling