+550.6%
EWZ vs ALNY
+4,262.5%
-3,711.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.5% | +12.2% | -5.7% | +4.7% |
| 30D | +4.8% | +16.3% | -11.5% | +2.4% |
| 3M | +9.9% | -12.4% | +22.3% | +10.7% |
| 6M | +1.9% | -18.7% | +20.6% | +3.7% |
| YTD | +20.3% | -33.1% | +53.4% | +25.7% |
| 1Y | +35.6% | -41.3% | +76.9% | +44.2% |
| 3Y | +43.4% | +32.3% | +11.2% | +30.5% |
| 5Y | +55.9% | +34.8% | +21.2% | +35.0% |
| 10Y | +84.2% | +284.7% | -200.6% | +16.9% |
| All | +550.6% | +4,262.5% | -3,711.8% | +136.8% |
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