+21.5%
ALNY vs RL
+199.8%
-178.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -6.4% | -2.2% | -4.2% | -6.1% |
| 30D | +11.9% | -15.3% | +27.2% | +15.0% |
| 3M | -15.0% | -10.3% | -4.7% | -13.9% |
| 6M | -23.2% | -2.2% | -21.0% | -24.0% |
| YTD | -37.8% | -4.3% | -33.5% | -38.1% |
| 1Y | -47.3% | +8.9% | -56.1% | -49.0% |
| All | +21.5% | +199.8% | -178.3% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling