+16.8%
ALNY vs CRBG
+117.3%
-100.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -1.0% | +0.1% |
| 7D | -6.5% | +0.6% | -7.1% | -6.7% |
| 30D | +11.0% | +2.6% | +8.4% | +10.3% |
| 3M | -14.1% | +24.0% | -38.1% | -18.5% |
| 6M | -22.4% | +50.5% | -72.9% | -29.9% |
| YTD | -37.5% | +17.1% | -54.6% | -40.4% |
| 1Y | -46.9% | +5.9% | -52.8% | -48.3% |
| 3Y | +22.1% | +122.7% | -100.7% | -5.0% |
| All | +16.8% | +117.3% | -100.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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