+3,435.9%
ALNY vs AME
+3,309.0%
+126.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.6% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | +11.9% | -8.6% | +20.5% | +17.5% |
| 3M | -15.0% | +5.8% | -20.8% | -18.5% |
| 6M | -23.2% | +3.8% | -27.1% | -25.9% |
| YTD | -37.8% | +14.4% | -52.2% | -43.3% |
| 1Y | -47.3% | +25.8% | -73.0% | -54.9% |
| 3Y | +22.9% | +55.2% | -32.3% | -9.8% |
| 5Y | +30.6% | +85.5% | -55.0% | -15.1% |
| 10Y | +254.6% | +424.0% | -169.3% | +10.7% |
| All | +3,435.9% | +3,309.0% | +126.9% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling