+3,615.7%
ALNY vs RL
+1,303.4%
+2,312.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.1% | -1.9% |
| 7D | +5.7% | +1.9% | +3.8% | +5.0% |
| 30D | +18.7% | -12.2% | +30.9% | +23.3% |
| 3M | -11.0% | -6.6% | -4.3% | -9.9% |
| 6M | -18.9% | +3.2% | -22.0% | -21.0% |
| YTD | -34.6% | -1.3% | -33.3% | -35.6% |
| 1Y | -42.8% | +13.6% | -56.4% | -46.3% |
| 3Y | +29.1% | +210.9% | -181.7% | -15.4% |
| 5Y | +39.6% | +246.9% | -207.2% | -15.0% |
| 10Y | +253.8% | +310.1% | -56.3% | +76.2% |
| All | +3,615.7% | +1,303.4% | +2,312.3% | +1,064.6% |
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