+236.1%
ALNY vs RL
+311.3%
-75.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -6.5% | -3.4% | -3.1% | -5.9% |
| 30D | +11.0% | -14.4% | +25.5% | +14.3% |
| 3M | -14.1% | -13.6% | -0.5% | -12.1% |
| 6M | -22.4% | +0.6% | -23.0% | -23.3% |
| YTD | -37.5% | -3.6% | -33.9% | -37.7% |
| 1Y | -46.9% | +8.3% | -55.3% | -48.5% |
| 3Y | +22.1% | +204.8% | -182.7% | -5.2% |
| 5Y | +31.2% | +232.9% | -201.8% | -1.8% |
| All | +236.1% | +311.3% | -75.2% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling