-62.0%
ALNY vs CMS
+1.4%
-63.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -30.7% | +4.1% | -34.7% | -31.4% |
| 30D | -26.7% | +10.9% | -37.6% | -29.6% |
| 3M | -26.4% | -0.2% | -26.2% | -25.8% |
| 6M | -45.9% | -4.7% | -41.2% | -44.2% |
| YTD | -59.5% | +3.9% | -63.4% | -58.3% |
| 1Y | -62.0% | +0.4% | -62.3% | -60.8% |
| All | -62.0% | +1.4% | -63.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling