+33.9%
ALNY vs CHTR
-81.7%
+115.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.2% |
| 7D | -6.5% | -4.1% | -2.5% | -5.9% |
| 30D | +11.0% | -3.0% | +14.0% | +11.5% |
| 3M | -14.1% | +4.8% | -18.8% | -15.2% |
| 6M | -22.4% | -35.0% | +12.6% | -17.3% |
| YTD | -37.5% | -30.2% | -7.3% | -34.6% |
| 1Y | -46.9% | -44.8% | -2.2% | -41.6% |
| 3Y | +22.1% | -66.6% | +88.6% | +49.8% |
| All | +33.9% | -81.7% | +115.5% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling