+7,261.5%
ALM vs SNY
+30.2%
+7,231.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.3% | -9.3% | -9.4% |
| 7D | -7.1% | -3.6% | -3.5% | -5.3% |
| 30D | +24.7% | -1.9% | +26.6% | +25.9% |
| 3M | +8.3% | -2.0% | +10.3% | +8.3% |
| 6M | -22.2% | +2.5% | -24.7% | -24.4% |
| YTD | +88.1% | -7.0% | +95.0% | +92.5% |
| 1Y | +272.4% | -4.4% | +276.7% | +269.3% |
| 3Y | +2,004.1% | -8.4% | +2,012.5% | +1,884.5% |
| 5Y | +915.8% | +9.5% | +906.2% | +655.8% |
| 10Y | +2,776.7% | +64.3% | +2,712.4% | +723.0% |
| All | +7,261.5% | +30.2% | +7,231.3% | -100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling