+2,257.7%
ALNY vs CMS
+1,456.2%
+801.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.6% |
| 7D | +5.8% | +1.7% | +4.1% | +5.1% |
| 30D | -26.5% | +6.2% | -32.7% | -28.7% |
| 3M | -27.3% | +0.6% | -28.0% | -27.9% |
| 6M | -43.4% | -1.8% | -41.6% | -43.0% |
| YTD | -58.5% | +3.8% | -62.3% | -59.4% |
| 1Y | -63.6% | -1.8% | -61.9% | -63.6% |
| 3Y | 0.0% | +39.8% | -39.8% | -15.2% |
| 5Y | -3.4% | +37.1% | -40.5% | -19.3% |
| 10Y | +254.6% | +138.6% | +116.0% | +101.2% |
| All | +2,257.7% | +1,456.2% | +801.5% | +380.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling