+21.5%
ALNY vs CTAS
+64.7%
-43.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -6.4% | -1.3% | -5.1% | -5.9% |
| 30D | +11.9% | -3.1% | +15.0% | +13.2% |
| 3M | -15.0% | +10.3% | -25.3% | -16.7% |
| 6M | -23.2% | +1.6% | -24.9% | -22.9% |
| YTD | -37.8% | +6.3% | -44.1% | -38.5% |
| 1Y | -47.3% | -0.5% | -46.8% | -46.7% |
| All | +21.5% | +64.7% | -43.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling