+33.9%
ALNY vs SPMO
+149.5%
-115.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.2% |
| 7D | -6.5% | -0.9% | -5.6% | -6.1% |
| 30D | +11.0% | -1.9% | +13.0% | +11.9% |
| 3M | -14.1% | -1.4% | -12.7% | -14.8% |
| 6M | -22.4% | +25.5% | -47.9% | -34.5% |
| YTD | -37.5% | +24.8% | -62.3% | -47.1% |
| 1Y | -46.9% | +24.5% | -71.4% | -55.1% |
| 3Y | +22.1% | +157.1% | -135.1% | -38.4% |
| All | +33.9% | +149.5% | -115.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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