+1,575.6%
ALNY vs CF
+5,449.8%
-3,874.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.6% | -5.8% | -3.8% |
| 7D | -5.2% | +4.8% | -9.9% | -6.3% |
| 30D | -34.8% | +9.7% | -44.5% | -36.4% |
| 3M | -30.1% | +1.2% | -31.4% | -30.7% |
| 6M | -48.6% | +7.4% | -56.0% | -50.1% |
| YTD | -61.9% | +60.5% | -122.4% | -67.1% |
| 1Y | -65.7% | +50.7% | -116.4% | -69.9% |
| 3Y | -6.3% | +64.8% | -71.1% | -21.5% |
| 5Y | -14.0% | +115.8% | -129.8% | -36.5% |
| 10Y | +231.4% | +481.0% | -249.7% | +67.1% |
| All | +1,575.6% | +5,449.8% | -3,874.3% | +337.7% |
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 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