-41.3%
ALNY vs RDW
+24.9%
-66.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.6% |
| 7D | +12.2% | -3.1% | +15.4% | +12.3% |
| 30D | +16.3% | -1.8% | +18.1% | +16.3% |
| 3M | -12.4% | -50.9% | +38.5% | -10.2% |
| 6M | -18.7% | +13.5% | -32.2% | -19.8% |
| YTD | -33.1% | +38.6% | -71.6% | -34.9% |
| 1Y | -41.3% | +28.3% | -69.6% | -42.4% |
| All | -41.3% | +24.9% | -66.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling