-11.2%
ALNY vs CART
+38.4%
-49.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -5.5% | +3.0% | -8.4% | -5.9% |
| 30D | -30.5% | +28.6% | -59.1% | -32.8% |
| 3M | -27.8% | +29.1% | -56.9% | -30.3% |
| 6M | -48.5% | +44.7% | -93.3% | -51.0% |
| YTD | -60.8% | +29.2% | -90.0% | -62.3% |
| 1Y | -64.6% | +66.2% | -130.8% | -67.1% |
| 3Y | -6.7% | +112.8% | -119.5% | -18.1% |
| All | -11.2% | +38.4% | -49.6% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling