+22.1%
ALNY vs CMI
+150.2%
-128.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | +11.0% | -12.4% | +23.4% | +14.2% |
| 3M | -14.1% | -14.8% | +0.7% | -11.6% |
| 6M | -22.4% | +0.8% | -23.2% | -25.1% |
| YTD | -37.5% | +10.2% | -47.7% | -41.6% |
| 1Y | -46.9% | +37.4% | -84.4% | -54.5% |
| 3Y | +22.1% | +153.3% | -131.2% | -24.5% |
| All | +22.1% | +150.2% | -128.1% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling