+236.1%
ALNY vs CI
+144.2%
+91.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -6.5% | -0.1% | -6.5% | -6.5% |
| 30D | +11.0% | +1.8% | +9.3% | +10.5% |
| 3M | -14.1% | -4.2% | -9.8% | -13.1% |
| 6M | -22.4% | +8.8% | -31.2% | -23.9% |
| YTD | -37.5% | +3.7% | -41.2% | -38.2% |
| 1Y | -46.9% | -6.1% | -40.8% | -46.5% |
| 3Y | +22.1% | +4.5% | +17.6% | +15.7% |
| 5Y | +31.2% | +50.5% | -19.3% | +9.2% |
| All | +236.1% | +144.2% | +91.9% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling