+22.1%
ALNY vs RIO
+88.2%
-66.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -6.5% | -3.2% | -3.3% | -6.1% |
| 30D | +11.0% | +0.9% | +10.1% | +10.9% |
| 3M | -14.1% | -1.4% | -12.6% | -13.5% |
| 6M | -22.4% | +10.9% | -33.3% | -24.2% |
| YTD | -37.5% | +31.2% | -68.7% | -41.2% |
| 1Y | -46.9% | +67.9% | -114.8% | -52.8% |
| 3Y | +22.1% | +88.8% | -66.7% | +5.8% |
| All | +22.1% | +88.2% | -66.1% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling