+22.1%
ALNY vs RNG
+119.8%
-97.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -6.5% | -6.1% | -0.5% | -6.0% |
| 30D | +11.0% | +9.6% | +1.4% | +10.1% |
| 3M | -14.1% | +83.3% | -97.4% | -17.6% |
| 6M | -22.4% | +77.9% | -100.3% | -25.9% |
| YTD | -37.5% | +139.9% | -177.4% | -42.0% |
| 1Y | -46.9% | +121.7% | -168.6% | -50.5% |
| 3Y | +22.1% | +121.9% | -99.8% | +5.3% |
| All | +22.1% | +119.8% | -97.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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