-6.0%
ALNY vs CART
+40.2%
-46.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | +5.8% | +1.3% | +4.5% | +5.7% |
| 30D | -26.5% | +19.2% | -45.6% | -28.2% |
| 3M | -27.3% | +17.6% | -44.9% | -28.9% |
| 6M | -43.4% | +47.4% | -90.7% | -46.2% |
| YTD | -58.5% | +30.9% | -89.4% | -60.2% |
| 1Y | -63.6% | +46.0% | -109.6% | -65.6% |
| 3Y | 0.0% | +130.3% | -130.3% | -12.9% |
| All | -6.0% | +40.2% | -46.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling