+1,381.2%
ALNY vs ACM
+228.1%
+1,153.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.4% | -1.9% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | +18.7% | -12.9% | +31.6% | +24.7% |
| 3M | -11.0% | -6.4% | -4.6% | -9.1% |
| 6M | -18.9% | -29.2% | +10.3% | -7.7% |
| YTD | -34.6% | -29.9% | -4.6% | -25.7% |
| 1Y | -42.8% | -47.3% | +4.4% | -27.3% |
| 3Y | +29.1% | -19.6% | +48.7% | +35.0% |
| 5Y | +39.6% | +5.5% | +34.1% | +27.9% |
| 10Y | +253.8% | +129.7% | +124.1% | +106.6% |
| All | +1,381.2% | +228.1% | +1,153.1% | +563.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling