+51.5%
ALNY vs CART
+21.6%
+29.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +12.2% | +1.0% | +11.2% | +12.1% |
| 30D | +16.3% | +12.6% | +3.7% | +14.5% |
| 3M | -12.4% | +23.1% | -35.5% | -14.7% |
| 6M | -18.7% | +39.5% | -58.2% | -22.4% |
| YTD | -33.1% | +13.5% | -46.6% | -34.5% |
| 1Y | -41.3% | +14.9% | -56.2% | -42.8% |
| All | +51.5% | +21.6% | +29.9% | +32.9% |
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