+418.3%
ALNY vs CDW
+1,039.4%
-621.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.2% | +4.7% |
| 7D | -0.8% | +2.6% | -3.3% | -1.7% |
| 30D | -29.6% | +20.4% | -50.0% | -34.4% |
| 3M | -27.7% | +28.5% | -56.2% | -34.7% |
| 6M | -43.9% | +70.6% | -114.5% | -55.2% |
| YTD | -59.8% | +29.1% | -88.9% | -65.1% |
| 1Y | -64.6% | +23.8% | -88.4% | -68.8% |
| 3Y | -1.3% | -14.5% | +13.2% | -3.2% |
| 5Y | -7.6% | -1.6% | -6.1% | -17.7% |
| 10Y | +243.5% | +322.0% | -78.5% | +19.1% |
| All | +418.3% | +1,039.4% | -621.1% | +24.2% |
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