-62.0%
ALNY vs ALM
+44.8%
-106.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.4% | +0.7% |
| 7D | -30.7% | -6.4% | -24.3% | -30.5% |
| 30D | -26.7% | -35.0% | +8.2% | -25.9% |
| 3M | -26.4% | -33.8% | +7.4% | -25.8% |
| 6M | -45.9% | -55.0% | +9.1% | -44.5% |
| YTD | -59.5% | -0.2% | -59.3% | -60.4% |
| 1Y | -62.0% | +41.8% | -103.7% | -63.3% |
| All | -62.0% | +44.8% | -106.8% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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