+234.5%
ALNY vs CMS
+120.6%
+113.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.9% |
| 7D | -6.4% | -1.3% | -5.1% | -6.1% |
| 30D | +11.9% | -2.8% | +14.7% | +12.6% |
| 3M | -15.0% | -7.1% | -7.9% | -13.5% |
| 6M | -23.2% | -10.0% | -13.2% | -21.4% |
| YTD | -37.8% | -0.9% | -36.8% | -37.5% |
| 1Y | -47.3% | -2.0% | -45.3% | -47.0% |
| 3Y | +22.9% | +33.0% | -10.1% | +16.6% |
| 5Y | +30.6% | +24.3% | +6.3% | +24.8% |
| All | +234.5% | +120.6% | +113.9% | +250.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling