+22.1%
ALNY vs CAH
+176.8%
-154.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -6.5% | -5.1% | -1.4% | -5.6% |
| 30D | +11.0% | +0.2% | +10.9% | +11.1% |
| 3M | -14.1% | +6.3% | -20.4% | -14.6% |
| 6M | -22.4% | +9.4% | -31.8% | -23.2% |
| YTD | -37.5% | +15.0% | -52.4% | -38.4% |
| 1Y | -46.9% | +55.4% | -102.4% | -50.5% |
| 3Y | +22.1% | +173.8% | -151.8% | +2.6% |
| All | +22.1% | +176.8% | -154.7% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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