+311.3%
ARM vs ALNY
+30.1%
+281.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.0% |
| 7D | +11.4% | +5.7% | +5.7% | +10.6% |
| 30D | -7.4% | +18.7% | -26.1% | -9.4% |
| 3M | -24.5% | -11.0% | -13.5% | -24.4% |
| 6M | +128.7% | -18.9% | +147.5% | +133.7% |
| YTD | +139.3% | -34.6% | +173.8% | +153.0% |
| 1Y | +88.0% | -42.8% | +130.8% | +102.8% |
| All | +311.3% | +30.1% | +281.2% | +286.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling