+3,435.9%
ALNY vs CAH
+671.4%
+2,764.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -3.4% |
| 7D | -6.4% | -5.1% | -1.4% | -4.3% |
| 30D | +11.9% | -1.8% | +13.7% | +12.8% |
| 3M | -15.0% | +9.4% | -24.4% | -18.0% |
| 6M | -23.2% | +9.2% | -32.5% | -26.1% |
| YTD | -37.8% | +15.7% | -53.4% | -42.0% |
| 1Y | -47.3% | +59.7% | -107.0% | -58.1% |
| 3Y | +22.9% | +178.5% | -155.6% | -25.5% |
| 5Y | +30.6% | +398.3% | -367.7% | -41.1% |
| 10Y | +254.6% | +295.7% | -41.0% | +57.8% |
| All | +3,435.9% | +671.4% | +2,764.5% | +949.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling