+236.1%
ALNY vs CHD
+126.1%
+110.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -6.5% | -4.5% | -2.1% | -5.6% |
| 30D | +11.0% | -6.7% | +17.8% | +12.7% |
| 3M | -14.1% | -2.7% | -11.3% | -13.4% |
| 6M | -22.4% | -4.9% | -17.5% | -21.5% |
| YTD | -37.5% | +13.3% | -50.8% | -39.0% |
| 1Y | -46.9% | +1.0% | -47.9% | -47.1% |
| 3Y | +22.1% | +1.3% | +20.7% | +20.1% |
| 5Y | +31.2% | +20.8% | +10.4% | +21.6% |
| All | +236.1% | +126.1% | +110.0% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling