+33.9%
ALNY vs CTAS
+107.2%
-73.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.1% | -0.3% |
| 7D | -6.5% | +0.5% | -7.1% | -6.8% |
| 30D | +11.0% | -0.7% | +11.8% | +11.3% |
| 3M | -14.1% | +11.1% | -25.1% | -17.5% |
| 6M | -22.4% | +2.1% | -24.5% | -22.7% |
| YTD | -37.5% | +8.0% | -45.4% | -39.4% |
| 1Y | -46.9% | -0.5% | -46.5% | -46.7% |
| 3Y | +22.1% | +66.2% | -44.1% | -9.4% |
| All | +33.9% | +107.2% | -73.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling