+3,615.7%
ALNY vs CI
+1,274.8%
+2,340.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.4% | -1.7% |
| 7D | +5.7% | -2.0% | +7.7% | +6.4% |
| 30D | +18.7% | -1.8% | +20.5% | +19.3% |
| 3M | -11.0% | -4.2% | -6.7% | -9.6% |
| 6M | -18.9% | +2.7% | -21.6% | -19.6% |
| YTD | -34.6% | +1.9% | -36.5% | -35.2% |
| 1Y | -42.8% | -6.3% | -36.6% | -42.3% |
| 3Y | +29.1% | +3.9% | +25.3% | +21.0% |
| 5Y | +39.6% | +41.9% | -2.3% | +15.3% |
| 10Y | +253.8% | +140.4% | +113.4% | +123.9% |
| All | +3,615.7% | +1,274.8% | +2,340.9% | +930.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling