-62.0%
ALNY vs ADM
+29.8%
-91.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.8% |
| 7D | -30.7% | -8.3% | -22.4% | -31.4% |
| 30D | -26.7% | -14.1% | -12.6% | -28.1% |
| 3M | -26.4% | -10.7% | -15.7% | -27.3% |
| 6M | -45.9% | -5.9% | -40.0% | -46.6% |
| YTD | -59.5% | +25.8% | -85.3% | -59.3% |
| 1Y | -62.0% | +21.3% | -83.2% | -61.7% |
| All | -62.0% | +29.8% | -91.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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