+229.8%
ALNY vs CF
+479.1%
-249.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.2% | +5.3% |
| 7D | +5.8% | +4.8% | +1.1% | +5.1% |
| 30D | -26.5% | +4.7% | -31.2% | -27.0% |
| 3M | -27.3% | +7.4% | -34.8% | -28.2% |
| 6M | -43.4% | +0.6% | -44.0% | -43.7% |
| YTD | -58.5% | +64.1% | -122.6% | -62.3% |
| 1Y | -63.6% | +51.4% | -115.0% | -66.5% |
| 3Y | 0.0% | +67.8% | -67.8% | -10.9% |
| 5Y | -3.4% | +114.1% | -117.5% | -20.8% |
| All | +229.8% | +479.1% | -249.2% | +118.3% |
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