-62.0%
ALNY vs CI
+21.2%
-83.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | -0.2% |
| 7D | -30.7% | +3.5% | -34.2% | -31.5% |
| 30D | -26.7% | +12.6% | -39.3% | -29.6% |
| 3M | -26.4% | +12.1% | -38.5% | -29.3% |
| 6M | -45.9% | +10.6% | -56.5% | -47.4% |
| YTD | -59.5% | +12.8% | -72.3% | -60.7% |
| 1Y | -62.0% | +18.0% | -80.0% | -63.3% |
| All | -62.0% | +21.2% | -83.2% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling