-20.3%
ALNY vs ACI
-31.1%
+10.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -3.5% | -5.0% | +1.5% | -3.1% |
| 30D | +18.9% | -2.3% | +21.2% | +19.1% |
| 3M | -13.3% | -23.2% | +9.9% | -14.7% |
| 6M | -20.3% | -29.5% | +9.2% | -22.8% |
| All | -20.3% | -31.1% | +10.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling