+3,452.6%
ALNY vs CMI
+6,025.3%
-2,572.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -6.5% | -0.7% | -5.8% | -6.3% |
| 30D | +11.0% | -12.4% | +23.4% | +16.8% |
| 3M | -14.1% | -14.8% | +0.7% | -9.9% |
| 6M | -22.4% | +0.8% | -23.2% | -24.8% |
| YTD | -37.5% | +10.2% | -47.7% | -41.9% |
| 1Y | -46.9% | +37.4% | -84.4% | -55.2% |
| 3Y | +22.1% | +153.3% | -131.2% | -21.4% |
| 5Y | +31.2% | +167.6% | -136.4% | -19.3% |
| 10Y | +256.3% | +514.4% | -258.0% | +43.5% |
| All | +3,452.6% | +6,025.3% | -2,572.7% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling