-62.0%
ALNY vs ACM
-46.6%
-15.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | -30.7% | +9.5% | -40.2% | -31.8% |
| 30D | -26.7% | +14.7% | -41.5% | -28.6% |
| 3M | -26.4% | -9.5% | -17.0% | -24.9% |
| 6M | -45.9% | -18.0% | -27.9% | -43.8% |
| YTD | -59.5% | -27.3% | -32.2% | -57.0% |
| 1Y | -62.0% | -47.0% | -15.0% | -56.3% |
| All | -62.0% | -46.6% | -15.4% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling