+33.9%
ALNY vs ADM
+65.2%
-31.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | +2.5% | -9.0% | -6.9% |
| 30D | +11.0% | +9.5% | +1.6% | +9.6% |
| 3M | -14.1% | +10.6% | -24.7% | -15.6% |
| 6M | -22.4% | +24.0% | -46.4% | -25.4% |
| YTD | -37.5% | +54.0% | -91.4% | -42.3% |
| 1Y | -46.9% | +45.3% | -92.2% | -50.6% |
| 3Y | +22.1% | +21.8% | +0.3% | +16.3% |
| All | +33.9% | +65.2% | -31.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling