+234.5%
ALNY vs RBA
+195.3%
+39.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -6.4% | -3.3% | -3.1% | -5.5% |
| 30D | +11.9% | -9.8% | +21.7% | +15.0% |
| 3M | -15.0% | -23.5% | +8.5% | -8.7% |
| 6M | -23.2% | -21.5% | -1.7% | -18.2% |
| YTD | -37.8% | -21.2% | -16.6% | -34.0% |
| 1Y | -47.3% | -30.2% | -17.1% | -42.3% |
| 3Y | +22.9% | +25.3% | -2.4% | +12.3% |
| 5Y | +30.6% | +35.1% | -4.5% | +13.6% |
| All | +234.5% | +195.3% | +39.3% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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