+19.3%
ARM vs ALNY
-62.5%
+81.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.3% |
| 7D | -18.7% | -30.7% | +12.0% | -17.4% |
| 30D | -36.7% | -26.7% | -9.9% | -35.7% |
| 3M | -31.6% | -26.4% | -5.2% | -30.6% |
| 6M | -5.6% | -45.9% | +40.3% | -2.7% |
| YTD | +75.5% | -59.5% | +135.0% | +91.4% |
| 1Y | +19.3% | -62.0% | +81.3% | +28.3% |
| All | +19.3% | -62.5% | +81.9% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling