+33.9%
ALNY vs AMCR
-12.3%
+46.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -6.5% | -6.3% | -0.3% | -4.7% |
| 30D | +11.0% | -7.8% | +18.8% | +13.9% |
| 3M | -14.1% | +7.5% | -21.6% | -15.5% |
| 6M | -22.4% | +2.7% | -25.1% | -23.0% |
| YTD | -37.5% | +6.0% | -43.5% | -38.9% |
| 1Y | -46.9% | +7.8% | -54.7% | -48.4% |
| 3Y | +22.1% | +5.8% | +16.3% | +15.2% |
| All | +33.9% | -12.3% | +46.2% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling