+236.1%
ALNY vs AME
+445.1%
-209.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.0% |
| 7D | -6.5% | +1.7% | -8.3% | -7.3% |
| 30D | +11.0% | -6.4% | +17.5% | +14.2% |
| 3M | -14.1% | +7.1% | -21.2% | -17.3% |
| 6M | -22.4% | +8.2% | -30.6% | -25.9% |
| YTD | -37.5% | +18.2% | -55.6% | -42.7% |
| 1Y | -46.9% | +26.7% | -73.7% | -53.2% |
| 3Y | +22.1% | +60.7% | -38.6% | -6.2% |
| 5Y | +31.2% | +91.6% | -60.4% | -8.9% |
| All | +236.1% | +445.1% | -209.0% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling