-46.9%
ALNY vs ACM
-48.8%
+1.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -6.5% | -4.6% | -2.0% | -5.6% |
| 30D | +11.0% | +4.1% | +7.0% | +9.9% |
| 3M | -14.1% | -8.3% | -5.8% | -12.6% |
| 6M | -22.4% | -30.1% | +7.7% | -16.8% |
| YTD | -37.5% | -32.6% | -4.9% | -32.7% |
| 1Y | -46.9% | -49.6% | +2.6% | -40.0% |
| All | -46.9% | -48.8% | +1.9% | -40.0% |
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