+316.4%
ALM vs SNY
+2.0%
+314.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.6% |
| 7D | -2.6% | -1.3% | -1.3% | -2.9% |
| 30D | +32.0% | +3.4% | +28.6% | +33.1% |
| 3M | -15.0% | -0.3% | -14.7% | -14.6% |
| 6M | -10.1% | +1.0% | -11.2% | -9.4% |
| YTD | +99.4% | -3.6% | +103.1% | +98.0% |
| 1Y | +316.4% | +3.0% | +313.3% | +331.4% |
| All | +316.4% | +2.0% | +314.3% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling