-46.5%
ALNY vs CF
+65.9%
-112.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -3.5% |
| 30D | +18.9% | +14.3% | +4.6% | +19.9% |
| 3M | -13.3% | +27.9% | -41.2% | -12.3% |
| 6M | -20.3% | +25.5% | -45.8% | -19.4% |
| YTD | -35.1% | +81.2% | -116.3% | -32.4% |
| 1Y | -46.5% | +66.5% | -113.0% | -45.1% |
| All | -46.5% | +65.9% | -112.4% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling