+303.5%
EWY vs ALNY
+260.0%
+43.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.8% | +3.2% |
| 7D | -0.1% | -6.5% | +6.5% | +0.5% |
| 30D | +7.3% | +11.0% | -3.7% | +6.4% |
| 3M | -5.1% | -14.1% | +8.9% | -4.8% |
| 6M | +42.1% | -22.4% | +64.4% | +43.7% |
| YTD | +94.1% | -37.5% | +131.6% | +100.1% |
| 1Y | +147.8% | -46.9% | +194.8% | +159.1% |
| 3Y | +222.9% | +22.1% | +200.9% | +207.7% |
| 5Y | +150.6% | +31.2% | +119.4% | +132.4% |
| All | +303.5% | +260.0% | +43.5% | +254.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling