+89.4%
EWZ vs ALNY
+260.0%
-170.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +0.9% | -6.5% | +7.4% | +1.4% |
| 30D | +12.8% | +11.0% | +1.7% | +11.8% |
| 3M | +10.8% | -14.1% | +24.8% | +11.4% |
| 6M | +2.5% | -22.4% | +24.9% | +3.9% |
| YTD | +21.4% | -37.5% | +58.8% | +25.2% |
| 1Y | +32.8% | -46.9% | +79.7% | +38.8% |
| 3Y | +45.2% | +22.1% | +23.1% | +38.5% |
| 5Y | +63.0% | +31.2% | +31.8% | +50.8% |
| All | +89.4% | +260.0% | -170.6% | +60.4% |
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 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