+813.5%
SPYM vs ALNY
+2,237.2%
-1,423.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.2% |
| 7D | -2.0% | -6.4% | +4.4% | -1.3% |
| 30D | -1.6% | +11.9% | -13.5% | -2.9% |
| 3M | +4.7% | -15.0% | +19.8% | +5.7% |
| 6M | +12.6% | -23.2% | +35.8% | +14.6% |
| YTD | +11.8% | -37.8% | +49.5% | +16.3% |
| 1Y | +17.5% | -47.3% | +64.8% | +24.3% |
| 3Y | +77.0% | +22.9% | +54.1% | +67.2% |
| 5Y | +82.6% | +30.6% | +52.0% | +66.9% |
| 10Y | +320.3% | +254.6% | +65.7% | +219.7% |
| All | +813.5% | +2,237.2% | -1,423.7% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling