+843.1%
ALM vs SNY
+9.4%
+833.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -11.8% | -3.3% | -8.5% | -11.8% |
| 30D | +7.8% | -2.2% | +9.9% | +7.8% |
| 3M | -9.3% | -3.0% | -6.2% | -9.2% |
| 6M | -30.5% | +2.7% | -33.2% | -30.6% |
| YTD | +75.8% | -6.8% | +82.7% | +76.1% |
| 1Y | +241.2% | -5.3% | +246.5% | +240.8% |
| 3Y | +1,872.6% | -9.8% | +1,882.4% | +1,877.1% |
| All | +843.1% | +9.4% | +833.6% | +752.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling