+299.7%
ARM vs ALNY
+23.8%
+276.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -3.3% |
| 7D | +4.8% | -6.4% | +11.2% | +5.6% |
| 30D | -5.5% | +11.9% | -17.4% | -6.9% |
| 3M | -17.3% | -15.0% | -2.3% | -16.7% |
| 6M | +110.9% | -23.2% | +134.1% | +116.9% |
| YTD | +132.5% | -37.8% | +170.3% | +147.3% |
| 1Y | +64.9% | -47.3% | +112.2% | +80.0% |
| All | +299.7% | +23.8% | +276.0% | +278.1% |
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