+231.4%
ALNY vs CF
+494.2%
-262.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.5% |
| 7D | -5.2% | +4.8% | -9.9% | -5.9% |
| 30D | -34.8% | +9.7% | -44.5% | -35.7% |
| 3M | -30.1% | +1.2% | -31.4% | -30.4% |
| 6M | -48.6% | +7.4% | -56.0% | -49.5% |
| YTD | -61.9% | +60.5% | -122.4% | -65.2% |
| 1Y | -65.7% | +50.7% | -116.4% | -68.4% |
| 3Y | -6.3% | +64.8% | -71.1% | -16.4% |
| 5Y | -14.0% | +115.8% | -129.8% | -29.7% |
| 10Y | +231.4% | +481.0% | -249.7% | +114.1% |
| All | +231.4% | +494.2% | -262.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling