-63.9%
ALNY vs CDW
+13.6%
-77.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -2.6% |
| 7D | -10.0% | -4.1% | -5.8% | -9.9% |
| 30D | -30.0% | +16.7% | -46.8% | -30.1% |
| 3M | -31.5% | +13.6% | -45.1% | -31.6% |
| 6M | -48.0% | +17.0% | -65.0% | -48.0% |
| YTD | -60.6% | +18.1% | -78.7% | -61.5% |
| 1Y | -63.9% | +10.5% | -74.4% | -64.7% |
| All | -63.9% | +13.6% | -77.6% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling