+2,275.2%
ALNY vs AMCR
+93.5%
+2,181.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -6.5% | -6.3% | -0.3% | -5.5% |
| 30D | +11.0% | -7.8% | +18.8% | +12.6% |
| 3M | -14.1% | +7.5% | -21.6% | -14.9% |
| 6M | -22.4% | +2.7% | -25.1% | -22.8% |
| YTD | -37.5% | +6.0% | -43.5% | -38.2% |
| 1Y | -46.9% | +7.8% | -54.7% | -47.7% |
| 3Y | +22.1% | +5.8% | +16.3% | +19.6% |
| 5Y | +31.2% | -11.6% | +42.8% | +31.6% |
| 10Y | +256.3% | +14.6% | +241.7% | +235.7% |
| All | +2,275.2% | +93.5% | +2,181.7% | +2,301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling