+71.2%
ALNY vs ACI
+21.8%
+49.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.0% |
| 7D | +5.7% | -2.6% | +8.3% | +5.9% |
| 30D | +18.7% | +1.1% | +17.6% | +18.5% |
| 3M | -11.0% | -23.6% | +12.7% | -9.2% |
| 6M | -18.9% | -29.9% | +11.1% | -16.7% |
| YTD | -34.6% | -26.9% | -7.7% | -33.2% |
| 1Y | -42.8% | -34.2% | -8.6% | -41.0% |
| 3Y | +29.1% | -43.6% | +72.8% | +34.7% |
| 5Y | +39.6% | -42.4% | +82.0% | +44.6% |
| All | +71.2% | +21.8% | +49.5% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling