+488.0%
EEM vs ALNY
+3,957.5%
-3,469.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.6% |
| 7D | -0.7% | -6.4% | +5.7% | +0.3% |
| 30D | +2.4% | +11.9% | -9.5% | +0.6% |
| 3M | +4.2% | -15.0% | +19.2% | +5.3% |
| 6M | +14.8% | -23.2% | +38.0% | +17.5% |
| YTD | +23.1% | -37.8% | +60.9% | +29.8% |
| 1Y | +32.5% | -47.3% | +79.8% | +42.9% |
| 3Y | +85.9% | +22.9% | +63.0% | +70.8% |
| 5Y | +43.6% | +30.6% | +13.0% | +25.2% |
| 10Y | +127.2% | +254.6% | -127.4% | +46.9% |
| All | +488.0% | +3,957.5% | -3,469.6% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling