-62.0%
ALNY vs CHD
+30.9%
-92.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | -30.7% | +6.9% | -37.6% | -31.8% |
| 30D | -26.7% | +17.1% | -43.9% | -29.9% |
| 3M | -26.4% | +9.1% | -35.5% | -28.3% |
| 6M | -45.9% | +21.4% | -67.3% | -47.8% |
| YTD | -59.5% | +34.9% | -94.4% | -58.5% |
| 1Y | -62.0% | +31.0% | -93.0% | -60.9% |
| All | -62.0% | +30.9% | -92.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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