+103.1%
ARM vs ALNY
-16.6%
+119.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +3.9% |
| 7D | +5.5% | +12.2% | -6.8% | +6.1% |
| 30D | -8.2% | +16.3% | -24.5% | -7.5% |
| 3M | -35.9% | -12.4% | -23.6% | -33.3% |
| 6M | +103.1% | -18.7% | +121.8% | +132.6% |
| All | +103.1% | -16.6% | +119.8% | +132.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling