-46.9%
ALNY vs CDW
-8.5%
-38.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | +0.2% |
| 7D | -6.5% | +0.9% | -7.5% | -6.6% |
| 30D | +11.0% | +13.1% | -2.0% | +10.4% |
| 3M | -14.1% | +19.7% | -33.7% | -14.8% |
| 6M | -22.4% | +30.7% | -53.1% | -24.1% |
| YTD | -37.5% | +14.7% | -52.2% | -38.4% |
| 1Y | -46.9% | -5.3% | -41.6% | -47.5% |
| All | -46.9% | -8.5% | -38.4% | -47.5% |
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