+21.5%
ALNY vs ACM
-23.7%
+45.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.6% |
| 7D | -6.4% | -5.9% | -0.5% | -4.8% |
| 30D | +11.9% | -6.2% | +18.1% | +13.5% |
| 3M | -15.0% | -7.9% | -7.1% | -13.2% |
| 6M | -23.2% | -30.6% | +7.4% | -15.2% |
| YTD | -37.8% | -33.3% | -4.5% | -30.8% |
| 1Y | -47.3% | -49.2% | +1.9% | -36.4% |
| All | +21.5% | -23.7% | +45.2% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling