+1,630.5%
ALNY vs CF
+5,310.1%
-3,679.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -32.7% | +6.9% | -39.6% | -33.9% |
| 3M | -28.6% | +4.8% | -33.4% | -29.8% |
| 6M | -46.9% | +4.7% | -51.6% | -48.1% |
| YTD | -60.6% | +56.5% | -117.1% | -65.8% |
| 1Y | -64.6% | +48.4% | -113.0% | -68.9% |
| 3Y | -4.8% | +59.1% | -64.0% | -19.5% |
| 5Y | -14.8% | +109.5% | -124.4% | -36.6% |
| 10Y | +260.3% | +487.0% | -226.7% | +80.9% |
| All | +1,630.5% | +5,310.1% | -3,679.6% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling