+33.9%
ALNY vs AME
+89.9%
-56.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -0.7% |
| 7D | -6.5% | +1.7% | -8.3% | -7.1% |
| 30D | +11.0% | -6.4% | +17.5% | +13.6% |
| 3M | -14.1% | +7.1% | -21.2% | -16.9% |
| 6M | -22.4% | +8.2% | -30.6% | -25.4% |
| YTD | -37.5% | +18.2% | -55.6% | -42.0% |
| 1Y | -46.9% | +26.7% | -73.7% | -52.3% |
| 3Y | +22.1% | +60.7% | -38.6% | -4.6% |
| All | +33.9% | +89.9% | -56.0% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling