-41.3%
ALNY vs ALM
+318.3%
-359.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +12.2% | -2.6% | +14.8% | +12.3% |
| 30D | +16.3% | +32.0% | -15.7% | +15.3% |
| 3M | -12.4% | -15.0% | +2.7% | -11.2% |
| 6M | -18.7% | -10.1% | -8.6% | -19.0% |
| YTD | -33.1% | +99.4% | -132.5% | -35.8% |
| 1Y | -41.3% | +316.4% | -357.7% | -39.5% |
| All | -41.3% | +318.3% | -359.7% | -39.5% |
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