+236.1%
ALNY vs AMCR
+14.6%
+221.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -6.5% | -6.3% | -0.3% | -5.1% |
| 30D | +11.0% | -7.8% | +18.8% | +13.2% |
| 3M | -14.1% | +7.5% | -21.6% | -15.3% |
| 6M | -22.4% | +2.7% | -25.1% | -22.9% |
| YTD | -37.5% | +6.0% | -43.5% | -38.5% |
| 1Y | -46.9% | +7.8% | -54.7% | -48.0% |
| 3Y | +22.1% | +5.8% | +16.3% | +18.2% |
| 5Y | +31.2% | -11.6% | +42.8% | +31.8% |
| All | +236.1% | +14.6% | +221.5% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling