+315.5%
ARM vs ALNY
+29.0%
+286.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +12.5% | -3.5% | +16.0% | +12.9% |
| 30D | -1.4% | +18.9% | -20.3% | -3.5% |
| 3M | -18.7% | -13.3% | -5.3% | -18.1% |
| 6M | +124.6% | -20.3% | +144.9% | +130.1% |
| YTD | +141.7% | -35.1% | +176.8% | +155.8% |
| 1Y | +87.7% | -46.5% | +134.2% | +104.6% |
| All | +315.5% | +29.0% | +286.5% | +291.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling