+3,585.7%
ALNY vs OMC
+252.5%
+3,333.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.8% |
| 7D | -3.5% | -4.2% | +0.7% | -1.7% |
| 30D | +18.9% | -7.5% | +26.4% | +22.7% |
| 3M | -13.3% | +4.6% | -18.0% | -15.4% |
| 6M | -20.3% | -4.8% | -15.4% | -18.9% |
| YTD | -35.1% | -1.0% | -34.1% | -36.2% |
| 1Y | -46.5% | +3.8% | -50.3% | -49.1% |
| 3Y | +28.1% | +10.2% | +17.9% | +14.3% |
| 5Y | +36.1% | +29.7% | +6.4% | +7.9% |
| 10Y | +269.7% | +32.3% | +237.4% | +156.9% |
| All | +3,585.7% | +252.5% | +3,333.2% | +1,486.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling