+2,589.2%
ALM vs SNY
+64.5%
+2,524.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -11.8% | -3.3% | -8.5% | -11.5% |
| 30D | +7.8% | -2.2% | +9.9% | +8.0% |
| 3M | -9.3% | -3.0% | -6.2% | -9.1% |
| 6M | -30.5% | +2.7% | -33.2% | -30.8% |
| YTD | +75.8% | -6.8% | +82.7% | +76.8% |
| 1Y | +241.2% | -5.3% | +246.5% | +241.3% |
| 3Y | +1,872.6% | -9.8% | +1,882.4% | +1,870.2% |
| 5Y | +849.6% | +9.7% | +839.9% | +798.7% |
| All | +2,589.2% | +64.5% | +2,524.7% | +1,936.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling