+336.1%
EFA vs ALNY
+3,976.7%
-3,640.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -1.5% | -6.5% | +5.0% | -0.8% |
| 30D | -1.7% | +11.0% | -12.7% | -2.9% |
| 3M | +3.5% | -14.1% | +17.6% | +4.3% |
| 6M | +9.5% | -22.4% | +31.9% | +11.5% |
| YTD | +12.9% | -37.5% | +50.3% | +17.6% |
| 1Y | +18.2% | -46.9% | +65.1% | +25.4% |
| 3Y | +64.8% | +22.1% | +42.8% | +54.9% |
| 5Y | +53.9% | +31.2% | +22.7% | +39.0% |
| 10Y | +144.8% | +256.3% | -111.6% | +76.6% |
| All | +336.1% | +3,976.7% | -3,640.7% | +113.2% |
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 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