+236.1%
ALNY vs CHTR
-44.7%
+280.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.4% |
| 7D | -6.5% | -4.1% | -2.5% | -5.8% |
| 30D | +11.0% | -3.0% | +14.0% | +11.6% |
| 3M | -14.1% | +4.8% | -18.8% | -15.6% |
| 6M | -22.4% | -35.0% | +12.6% | -15.9% |
| YTD | -37.5% | -30.2% | -7.3% | -33.9% |
| 1Y | -46.9% | -44.8% | -2.2% | -40.4% |
| 3Y | +22.1% | -66.6% | +88.6% | +52.6% |
| 5Y | +31.2% | -81.5% | +112.7% | +96.0% |
| All | +236.1% | -44.7% | +280.8% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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