+149.4%
EWT vs ALNY
+30.5%
+118.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.8% |
| 7D | -1.1% | -6.5% | +5.4% | -0.6% |
| 30D | +4.5% | +11.0% | -6.6% | +3.6% |
| 3M | +8.3% | -14.1% | +22.3% | +8.7% |
| 6M | +54.2% | -22.4% | +76.6% | +56.2% |
| YTD | +74.6% | -37.5% | +112.0% | +80.0% |
| 1Y | +84.9% | -46.9% | +131.8% | +93.4% |
| 3Y | +197.5% | +22.1% | +175.5% | +185.2% |
| All | +149.4% | +30.5% | +118.9% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling