+3,585.7%
ALNY vs VMC
+637.2%
+2,948.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | +0.6% |
| 7D | -3.5% | -5.3% | +1.8% | -1.3% |
| 30D | +18.9% | -12.3% | +31.2% | +25.6% |
| 3M | -13.3% | -10.3% | -3.1% | -9.0% |
| 6M | -20.3% | -8.6% | -11.7% | -17.1% |
| YTD | -35.1% | -11.9% | -23.2% | -32.1% |
| 1Y | -46.5% | -13.9% | -32.6% | -43.6% |
| 3Y | +28.1% | +18.2% | +9.9% | +15.7% |
| 5Y | +36.1% | +47.7% | -11.7% | +9.5% |
| 10Y | +269.7% | +152.5% | +117.2% | +108.3% |
| All | +3,585.7% | +637.2% | +2,948.5% | +1,052.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling