-62.0%
ALNY vs CAG
-6.8%
-55.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.0% | -5.2% | +0.6% |
| 7D | -30.7% | +9.7% | -40.4% | -30.9% |
| 30D | -26.7% | +15.8% | -42.5% | -27.3% |
| 3M | -26.4% | +1.8% | -28.2% | -26.3% |
| 6M | -45.9% | +11.5% | -57.4% | -45.0% |
| YTD | -59.5% | -6.7% | -52.8% | -58.7% |
| 1Y | -62.0% | -5.6% | -56.3% | -61.0% |
| All | -62.0% | -6.8% | -55.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling