+236.1%
ALNY vs OMC
+34.2%
+201.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | -6.5% | -4.4% | -2.2% | -5.5% |
| 30D | +11.0% | -7.6% | +18.6% | +13.0% |
| 3M | -14.1% | +4.5% | -18.6% | -15.0% |
| 6M | -22.4% | -0.3% | -22.1% | -22.5% |
| YTD | -37.5% | -0.1% | -37.3% | -38.0% |
| 1Y | -46.9% | +4.6% | -51.6% | -48.2% |
| 3Y | +22.1% | +10.5% | +11.6% | +15.6% |
| 5Y | +31.2% | +31.7% | -0.5% | +17.6% |
| All | +236.1% | +34.2% | +201.9% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling