+776.1%
ALNY vs ALM
+8,394.4%
-7,618.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.1% | -2.3% |
| 7D | +5.7% | +8.4% | -2.7% | +5.6% |
| 30D | +18.7% | +34.8% | -16.2% | +18.5% |
| 3M | -11.0% | +16.2% | -27.2% | -11.1% |
| 6M | -18.9% | +2.1% | -21.0% | -19.0% |
| YTD | -34.6% | +117.0% | -151.6% | -34.9% |
| 1Y | -42.8% | +313.9% | -356.7% | -43.4% |
| 3Y | +29.1% | +2,327.9% | -2,298.8% | +26.6% |
| 5Y | +39.6% | +1,040.6% | -1,001.0% | +37.2% |
| 10Y | +253.8% | +3,219.4% | -2,965.7% | +244.3% |
| All | +776.1% | +8,394.4% | -7,618.3% | +749.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling