+3,585.7%
ALNY vs RIO
+1,449.1%
+2,136.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.5% | +1.0% | -4.5% | -3.8% |
| 30D | +18.9% | +4.0% | +14.9% | +17.4% |
| 3M | -13.3% | +4.5% | -17.9% | -15.3% |
| 6M | -20.3% | +17.3% | -37.6% | -25.3% |
| YTD | -35.1% | +36.2% | -71.3% | -42.3% |
| 1Y | -46.5% | +76.1% | -122.6% | -56.2% |
| 3Y | +28.1% | +102.5% | -74.4% | -1.5% |
| 5Y | +36.1% | +103.5% | -67.5% | +1.3% |
| 10Y | +269.7% | +619.2% | -349.5% | +69.2% |
| All | +3,585.7% | +1,449.1% | +2,136.6% | +900.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling