+435.1%
ALNY vs CDW
+1,030.0%
-594.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.0% | +5.6% |
| 7D | +5.8% | +9.3% | -3.5% | +2.6% |
| 30D | -26.5% | +14.4% | -40.8% | -30.2% |
| 3M | -27.3% | +21.4% | -48.7% | -33.0% |
| 6M | -43.4% | +72.8% | -116.2% | -55.0% |
| YTD | -58.5% | +28.0% | -86.5% | -63.9% |
| 1Y | -63.6% | +19.3% | -83.0% | -67.5% |
| 3Y | 0.0% | -15.3% | +15.3% | -1.7% |
| 5Y | -3.4% | -3.8% | +0.4% | -13.0% |
| 10Y | +254.6% | +318.5% | -63.9% | +23.3% |
| All | +435.1% | +1,030.0% | -594.8% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling