+2,418.5%
ETN vs ALNY
+3,976.7%
-1,558.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +3.5% | -6.5% | +10.1% | +4.4% |
| 30D | -7.5% | +11.0% | -18.6% | -8.9% |
| 3M | +8.3% | -14.1% | +22.4% | +9.1% |
| 6M | +20.2% | -22.4% | +42.6% | +22.4% |
| YTD | +34.7% | -37.5% | +72.1% | +40.9% |
| 1Y | +19.4% | -46.9% | +66.4% | +27.6% |
| 3Y | +85.5% | +22.1% | +63.4% | +72.6% |
| 5Y | +186.6% | +31.2% | +155.4% | +154.6% |
| 10Y | +724.7% | +256.3% | +468.4% | +468.5% |
| All | +2,418.5% | +3,976.7% | -1,558.3% | +984.4% |
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