+106.2%
AMT vs ALNY
+260.0%
-153.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.8% |
| 7D | +1.1% | -6.5% | +7.7% | +1.6% |
| 30D | +4.4% | +11.0% | -6.7% | +3.6% |
| 3M | -5.2% | -14.1% | +8.9% | -4.7% |
| 6M | -0.8% | -22.4% | +21.6% | +0.3% |
| YTD | +3.3% | -37.5% | +40.7% | +5.8% |
| 1Y | -6.0% | -46.9% | +40.9% | -2.7% |
| 3Y | +9.6% | +22.1% | -12.5% | +5.4% |
| 5Y | -29.2% | +31.2% | -60.4% | -33.3% |
| All | +106.2% | +260.0% | -153.8% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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