+3,585.7%
ALNY vs ADM
+789.3%
+2,796.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.7% |
| 7D | -3.5% | +1.4% | -4.9% | -4.0% |
| 30D | +18.9% | +8.2% | +10.7% | +15.5% |
| 3M | -13.3% | +8.7% | -22.0% | -16.5% |
| 6M | -20.3% | +29.1% | -49.4% | -28.2% |
| YTD | -35.1% | +53.7% | -88.8% | -45.4% |
| 1Y | -46.5% | +43.2% | -89.7% | -54.0% |
| 3Y | +28.1% | +21.4% | +6.7% | +12.8% |
| 5Y | +36.1% | +67.1% | -31.0% | +3.0% |
| 10Y | +269.7% | +176.6% | +93.1% | +117.6% |
| All | +3,585.7% | +789.3% | +2,796.4% | +1,314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling