-41.3%
ALNY vs RIG
+97.6%
-139.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.5% |
| 7D | +12.2% | +0.9% | +11.4% | +12.3% |
| 30D | +16.3% | +13.8% | +2.5% | +16.9% |
| 3M | -12.4% | -6.4% | -6.0% | -11.6% |
| 6M | -18.7% | -8.2% | -10.5% | -18.3% |
| YTD | -33.1% | +41.6% | -74.7% | -34.7% |
| 1Y | -41.3% | +88.7% | -130.0% | -42.8% |
| All | -41.3% | +97.6% | -139.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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