+2,257.7%
ALNY vs RL
+1,465.7%
+792.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.5% | +5.7% |
| 7D | +5.8% | +2.6% | +3.2% | +4.9% |
| 30D | -26.5% | +2.9% | -29.4% | -27.5% |
| 3M | -27.3% | 0.0% | -27.3% | -27.8% |
| 6M | -43.4% | +17.1% | -60.5% | -47.1% |
| YTD | -58.5% | +10.1% | -68.6% | -60.7% |
| 1Y | -63.6% | +17.3% | -81.0% | -66.3% |
| 3Y | 0.0% | +249.3% | -249.3% | -37.0% |
| 5Y | -3.4% | +240.9% | -244.3% | -40.6% |
| 10Y | +254.6% | +337.3% | -82.6% | +74.0% |
| All | +2,257.7% | +1,465.7% | +792.0% | +610.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling