+30.6%
ALNY vs RL
+223.8%
-193.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.1% |
| 7D | -6.4% | -2.2% | -4.2% | -5.9% |
| 30D | +11.9% | -15.3% | +27.2% | +16.3% |
| 3M | -15.0% | -10.3% | -4.7% | -13.4% |
| 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% | -49.5% |
| 3Y | +22.9% | +201.4% | -178.5% | -15.7% |
| 5Y | +30.6% | +230.6% | -200.0% | -14.0% |
| All | +30.6% | +223.8% | -193.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling