+201.8%
ALNY vs SPMO
+566.1%
-364.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.1% |
| 7D | -6.5% | -0.9% | -5.6% | -6.0% |
| 30D | +11.0% | -1.9% | +13.0% | +12.2% |
| 3M | -14.1% | -1.4% | -12.7% | -15.5% |
| 6M | -22.4% | +25.5% | -47.9% | -36.4% |
| YTD | -37.5% | +24.8% | -62.3% | -48.6% |
| 1Y | -46.9% | +24.5% | -71.4% | -56.4% |
| 3Y | +22.1% | +157.1% | -135.1% | -42.5% |
| 5Y | +31.2% | +149.5% | -118.3% | -37.4% |
| 10Y | +256.3% | +518.1% | -261.7% | -10.0% |
| All | +201.8% | +566.1% | -364.3% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling