-41.3%
ALNY vs ACM
-45.8%
+4.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +12.2% | -3.7% | +16.0% | +13.0% |
| 30D | +16.3% | -11.1% | +27.5% | +18.7% |
| 3M | -12.4% | -8.0% | -4.4% | -11.1% |
| 6M | -18.7% | -29.7% | +11.0% | -13.4% |
| YTD | -33.1% | -29.4% | -3.7% | -29.0% |
| 1Y | -41.3% | -46.4% | +5.1% | -35.2% |
| All | -41.3% | -45.8% | +4.5% | -35.2% |
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