+3,585.7%
ALNY vs CLX
+226.3%
+3,359.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -3.5% | -4.9% | +1.4% | -1.8% |
| 30D | +18.9% | -15.8% | +34.7% | +26.0% |
| 3M | -13.3% | -7.9% | -5.4% | -10.9% |
| 6M | -20.3% | -19.0% | -1.2% | -14.8% |
| YTD | -35.1% | -7.9% | -27.2% | -33.9% |
| 1Y | -46.5% | -25.4% | -21.1% | -41.5% |
| 3Y | +28.1% | -35.0% | +63.1% | +44.5% |
| 5Y | +36.1% | -36.8% | +72.8% | +50.0% |
| 10Y | +269.7% | -1.4% | +271.1% | +197.2% |
| All | +3,585.7% | +226.3% | +3,359.4% | +1,569.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling