+236.1%
ALNY vs CLX
-3.7%
+239.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -6.5% | -5.7% | -0.9% | -5.6% |
| 30D | +11.0% | -17.0% | +28.1% | +14.7% |
| 3M | -14.1% | -9.7% | -4.4% | -12.5% |
| 6M | -22.4% | -19.8% | -2.6% | -19.6% |
| YTD | -37.5% | -9.8% | -27.6% | -36.5% |
| 1Y | -46.9% | -26.2% | -20.8% | -44.4% |
| 3Y | +22.1% | -36.2% | +58.3% | +30.2% |
| 5Y | +31.2% | -38.3% | +69.5% | +38.4% |
| All | +236.1% | -3.7% | +239.8% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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