+1,456.2%
ALNY vs CBOE
+978.8%
+477.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | -6.5% | -5.8% | -0.7% | -4.9% |
| 30D | +11.0% | -3.1% | +14.2% | +11.6% |
| 3M | -14.1% | -4.8% | -9.3% | -13.3% |
| 6M | -22.4% | -0.6% | -21.8% | -23.4% |
| YTD | -37.5% | +12.8% | -50.3% | -40.7% |
| 1Y | -46.9% | +19.8% | -66.7% | -50.8% |
| 3Y | +22.1% | +86.9% | -64.9% | -4.4% |
| 5Y | +31.2% | +136.5% | -105.3% | -6.7% |
| 10Y | +256.3% | +368.4% | -112.1% | +74.6% |
| All | +1,456.2% | +978.8% | +477.4% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling