+30.6%
ALNY vs ALM
+856.4%
-825.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -3.8% |
| 7D | -6.4% | -7.1% | +0.7% | -6.2% |
| 30D | +11.9% | +24.7% | -12.8% | +11.0% |
| 3M | -15.0% | +8.3% | -23.3% | -15.5% |
| 6M | -23.2% | -22.2% | -1.1% | -23.1% |
| YTD | -37.8% | +88.1% | -125.8% | -39.8% |
| 1Y | -47.3% | +272.4% | -319.6% | -50.4% |
| 3Y | +22.9% | +2,004.1% | -1,981.3% | +10.2% |
| 5Y | +30.6% | +915.8% | -885.2% | +18.1% |
| All | +30.6% | +856.4% | -825.8% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling