-46.9%
ALNY vs ADM
+45.4%
-92.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.4% |
| 7D | -6.5% | +2.5% | -9.0% | -6.3% |
| 30D | +11.0% | +9.5% | +1.6% | +12.4% |
| 3M | -14.1% | +10.6% | -24.7% | -13.1% |
| 6M | -22.4% | +24.0% | -46.4% | -21.3% |
| YTD | -37.5% | +54.0% | -91.4% | -35.7% |
| 1Y | -46.9% | +45.3% | -92.2% | -45.8% |
| All | -46.9% | +45.4% | -92.4% | -45.8% |
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