+236.1%
ALNY vs ACM
+134.0%
+102.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -6.5% | -4.6% | -2.0% | -5.0% |
| 30D | +11.0% | +4.1% | +7.0% | +9.3% |
| 3M | -14.1% | -8.3% | -5.8% | -11.8% |
| 6M | -22.4% | -30.1% | +7.7% | -12.9% |
| YTD | -37.5% | -32.6% | -4.9% | -29.3% |
| 1Y | -46.9% | -49.6% | +2.6% | -33.6% |
| 3Y | +22.1% | -23.0% | +45.1% | +28.8% |
| 5Y | +31.2% | +2.0% | +29.2% | +23.6% |
| All | +236.1% | +134.0% | +102.1% | +74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling