+22.1%
ALNY vs CBOE
+89.1%
-67.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.4% |
| 7D | -6.5% | -5.8% | -0.7% | -6.7% |
| 30D | +11.0% | -3.1% | +14.2% | +10.9% |
| 3M | -14.1% | -4.8% | -9.3% | -14.3% |
| 6M | -22.4% | -0.6% | -21.8% | -21.9% |
| YTD | -37.5% | +12.8% | -50.3% | -36.1% |
| 1Y | -46.9% | +19.8% | -66.7% | -45.4% |
| 3Y | +22.1% | +86.9% | -64.9% | +38.4% |
| All | +22.1% | +89.1% | -67.1% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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