+3,615.7%
ALNY vs RBA
+1,289.5%
+2,326.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | +5.7% | -1.1% | +6.7% | +6.1% |
| 30D | +18.7% | -13.2% | +31.9% | +24.0% |
| 3M | -11.0% | -21.4% | +10.4% | -4.1% |
| 6M | -18.9% | -20.9% | +2.0% | -13.0% |
| YTD | -34.6% | -19.9% | -14.7% | -30.4% |
| 1Y | -42.8% | -28.7% | -14.2% | -37.0% |
| 3Y | +29.1% | +27.4% | +1.7% | +15.0% |
| 5Y | +39.6% | +41.7% | -2.1% | +16.4% |
| 10Y | +253.8% | +189.6% | +64.2% | +115.3% |
| All | +3,615.7% | +1,289.5% | +2,326.2% | +1,386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling