-62.0%
ALNY vs OMC
+24.5%
-86.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.4% |
| 7D | -30.7% | +12.5% | -43.2% | -31.3% |
| 30D | -26.7% | +16.3% | -43.0% | -27.8% |
| 3M | -26.4% | +8.1% | -34.5% | -26.9% |
| 6M | -45.9% | +17.2% | -63.1% | -46.4% |
| YTD | -59.5% | +11.8% | -71.3% | -60.3% |
| 1Y | -62.0% | +23.9% | -85.9% | -62.0% |
| All | -62.0% | +24.5% | -86.5% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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