-41.3%
ALNY vs AME
+29.8%
-71.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +12.2% | +0.6% | +11.6% | +12.2% |
| 30D | +16.3% | -6.7% | +23.0% | +16.7% |
| 3M | -12.4% | +4.1% | -16.4% | -13.1% |
| 6M | -18.7% | +1.6% | -20.3% | -19.6% |
| YTD | -33.1% | +16.1% | -49.2% | -32.6% |
| 1Y | -41.3% | +27.3% | -68.7% | -37.6% |
| All | -41.3% | +29.8% | -71.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling