+1,647.9%
AMT vs ALNY
+4,163.9%
-2,516.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | -0.2% | +5.7% | -5.8% | -0.8% |
| 30D | +1.8% | +18.7% | -16.8% | 0.0% |
| 3M | -6.2% | -11.0% | +4.8% | -5.8% |
| 6M | -5.0% | -18.9% | +13.9% | -3.9% |
| YTD | +2.1% | -34.6% | +36.6% | +5.3% |
| 1Y | -5.7% | -42.8% | +37.1% | -1.6% |
| 3Y | +7.9% | +29.1% | -21.2% | +1.5% |
| 5Y | -32.3% | +39.6% | -71.9% | -38.4% |
| 10Y | +95.0% | +253.8% | -158.8% | +48.7% |
| All | +1,647.9% | +4,163.9% | -2,516.0% | +831.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling