+30.6%
ALNY vs CHRW
+94.0%
-63.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | -6.4% | +4.4% | -10.8% | -7.6% |
| 30D | +11.9% | +5.5% | +6.4% | +10.0% |
| 3M | -15.0% | -17.3% | +2.2% | -10.1% |
| 6M | -23.2% | -12.7% | -10.6% | -20.3% |
| YTD | -37.8% | -4.1% | -33.6% | -37.3% |
| 1Y | -47.3% | +21.2% | -68.5% | -50.8% |
| 3Y | +22.9% | +88.9% | -66.0% | -0.9% |
| 5Y | +30.6% | +93.1% | -62.5% | +2.3% |
| All | +30.6% | +94.0% | -63.4% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 5y: compounded portfolio wealth divided by compounded CHRW 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…
5y analysis · Full analysis span regression · 6 months rolling