+29.1%
ALNY vs CF
+76.4%
-47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | +5.7% | -0.9% | +6.6% | +5.7% |
| 30D | +18.7% | +18.1% | +0.6% | +17.6% |
| 3M | -11.0% | +23.4% | -34.3% | -12.2% |
| 6M | -18.9% | +17.1% | -36.0% | -20.2% |
| YTD | -34.6% | +76.2% | -110.8% | -38.8% |
| 1Y | -42.8% | +62.3% | -105.1% | -46.1% |
| 3Y | +29.1% | +71.8% | -42.7% | +9.7% |
| All | +29.1% | +76.4% | -47.2% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling