-46.9%
ALNY vs CG
-33.8%
-13.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -6.5% | -9.9% | +3.3% | -5.1% |
| 30D | +11.0% | -11.7% | +22.7% | +13.0% |
| 3M | -14.1% | -4.3% | -9.8% | -13.4% |
| 6M | -22.4% | -8.8% | -13.6% | -21.4% |
| YTD | -37.5% | -26.9% | -10.6% | -36.3% |
| 1Y | -46.9% | -35.4% | -11.5% | -49.1% |
| All | -46.9% | -33.8% | -13.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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