+22.1%
ALNY vs VMC
+18.8%
+3.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -6.5% | -3.8% | -2.8% | -5.3% |
| 30D | +11.0% | -9.7% | +20.7% | +14.9% |
| 3M | -14.1% | -9.6% | -4.4% | -10.9% |
| 6M | -22.4% | -4.8% | -17.6% | -20.5% |
| YTD | -37.5% | -10.9% | -26.6% | -35.7% |
| 1Y | -46.9% | -15.6% | -31.3% | -44.6% |
| 3Y | +22.1% | +19.3% | +2.7% | +8.6% |
| All | +22.1% | +18.8% | +3.3% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling