+236.1%
ALNY vs CTAS
+687.6%
-451.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.1% |
| 7D | -6.5% | +0.5% | -7.1% | -6.7% |
| 30D | +11.0% | -0.7% | +11.8% | +11.3% |
| 3M | -14.1% | +11.1% | -25.1% | -17.1% |
| 6M | -22.4% | +2.1% | -24.5% | -22.9% |
| YTD | -37.5% | +8.0% | -45.4% | -39.2% |
| 1Y | -46.9% | -0.5% | -46.5% | -46.9% |
| 3Y | +22.1% | +66.2% | -44.1% | -0.8% |
| 5Y | +31.2% | +109.2% | -78.0% | -2.6% |
| All | +236.1% | +687.6% | -451.5% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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