+236.1%
ALNY vs VMC
+156.6%
+79.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -6.5% | -3.8% | -2.8% | -5.4% |
| 30D | +11.0% | -9.7% | +20.7% | +14.7% |
| 3M | -14.1% | -9.6% | -4.4% | -11.0% |
| 6M | -22.4% | -4.8% | -17.6% | -20.9% |
| YTD | -37.5% | -10.9% | -26.6% | -35.4% |
| 1Y | -46.9% | -15.6% | -31.3% | -44.4% |
| 3Y | +22.1% | +19.3% | +2.7% | +13.0% |
| 5Y | +31.2% | +48.0% | -16.8% | +11.9% |
| All | +236.1% | +156.6% | +79.5% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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