+54.2%
EWZ vs ALNY
-2.8%
+56.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +1.1% |
| 7D | +0.8% | +5.8% | -5.1% | +0.4% |
| 30D | -24.4% | -26.5% | +2.1% | -23.3% |
| 3M | -4.6% | -27.3% | +22.7% | -3.3% |
| 6M | -11.6% | -43.4% | +31.8% | -9.5% |
| YTD | +2.4% | -58.5% | +60.9% | +6.7% |
| 1Y | +2.1% | -63.6% | +65.7% | +7.3% |
| 3Y | +18.7% | 0.0% | +18.7% | +15.6% |
| All | +54.2% | -2.8% | +56.9% | +46.3% |
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