+3,435.9%
ALNY vs CHD
+1,534.4%
+1,901.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.5% |
| 7D | -6.4% | -4.7% | -1.7% | -4.5% |
| 30D | +11.9% | -8.3% | +20.2% | +15.9% |
| 3M | -15.0% | -4.0% | -11.0% | -13.4% |
| 6M | -23.2% | -6.5% | -16.7% | -21.1% |
| YTD | -37.8% | +13.1% | -50.8% | -41.0% |
| 1Y | -47.3% | +2.3% | -49.6% | -48.1% |
| 3Y | +22.9% | +1.8% | +21.1% | +18.2% |
| 5Y | +30.6% | +20.6% | +10.0% | +13.1% |
| 10Y | +254.6% | +125.6% | +129.0% | +106.5% |
| All | +3,435.9% | +1,534.4% | +1,901.4% | +716.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling