+3,585.7%
ALNY vs CAG
+54.7%
+3,531.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -3.5% | -6.6% | +3.1% | -1.5% |
| 30D | +18.9% | +2.3% | +16.6% | +18.1% |
| 3M | -13.3% | +16.3% | -29.6% | -17.2% |
| 6M | -20.3% | -16.0% | -4.2% | -16.4% |
| YTD | -35.1% | -7.7% | -27.4% | -34.3% |
| 1Y | -46.5% | -16.0% | -30.4% | -44.4% |
| 3Y | +28.1% | -37.7% | +65.8% | +44.2% |
| 5Y | +36.1% | -41.2% | +77.3% | +53.3% |
| 10Y | +269.7% | -33.8% | +303.5% | +259.0% |
| All | +3,585.7% | +54.7% | +3,531.0% | +1,720.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling