+33.9%
ALNY vs RIG
+59.7%
-25.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | -6.5% | -3.1% | -3.5% | -6.4% |
| 30D | +11.0% | -0.5% | +11.6% | +11.1% |
| 3M | -14.1% | -6.0% | -8.1% | -13.8% |
| 6M | -22.4% | -10.1% | -12.2% | -22.2% |
| YTD | -37.5% | +37.3% | -74.8% | -39.6% |
| 1Y | -46.9% | +73.9% | -120.9% | -49.9% |
| 3Y | +22.1% | -30.2% | +52.2% | +21.9% |
| All | +33.9% | +59.7% | -25.9% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling