-47.3%
ALNY vs CMS
-1.5%
-45.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.3% | -3.8% |
| 7D | -6.4% | -1.3% | -5.1% | -5.9% |
| 30D | +11.9% | -2.8% | +14.7% | +13.1% |
| 3M | -15.0% | -7.1% | -7.9% | -11.8% |
| 6M | -23.2% | -10.0% | -13.2% | -20.4% |
| YTD | -37.8% | -0.9% | -36.8% | -35.3% |
| 1Y | -47.3% | -2.0% | -45.3% | -45.1% |
| All | -47.3% | -1.5% | -45.7% | -45.1% |
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