+22.1%
ALNY vs CAG
-39.7%
+61.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -6.5% | -5.7% | -0.9% | -5.8% |
| 30D | +11.0% | -2.4% | +13.4% | +11.5% |
| 3M | -14.1% | +9.8% | -23.9% | -14.2% |
| 6M | -22.4% | -10.8% | -11.6% | -21.2% |
| YTD | -37.5% | -10.8% | -26.6% | -36.6% |
| 1Y | -46.9% | -19.0% | -28.0% | -45.3% |
| 3Y | +22.1% | -39.7% | +61.8% | +26.7% |
| All | +22.1% | -39.7% | +61.8% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling