+22.1%
ALNY vs CG
+42.2%
-20.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | -6.5% | -9.9% | +3.3% | -4.6% |
| 30D | +11.0% | -11.7% | +22.7% | +13.8% |
| 3M | -14.1% | -4.3% | -9.8% | -13.5% |
| 6M | -22.4% | -8.8% | -13.6% | -21.3% |
| YTD | -37.5% | -26.9% | -10.6% | -34.1% |
| 1Y | -46.9% | -35.4% | -11.5% | -42.8% |
| 3Y | +22.1% | +43.0% | -21.0% | -1.7% |
| All | +22.1% | +42.2% | -20.1% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling