+286.3%
ALNY vs RNG
+302.4%
-16.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -6.4% | -9.6% | +3.2% | -4.2% |
| 30D | +11.9% | +8.8% | +3.1% | +9.5% |
| 3M | -15.0% | +78.6% | -93.6% | -26.4% |
| 6M | -23.2% | +70.3% | -93.5% | -34.0% |
| YTD | -37.8% | +140.3% | -178.1% | -52.1% |
| 1Y | -47.3% | +126.6% | -173.9% | -59.1% |
| 3Y | +22.9% | +120.2% | -97.3% | -10.4% |
| 5Y | +30.6% | -68.3% | +98.9% | +48.6% |
| 10Y | +254.6% | +220.6% | +34.0% | +38.2% |
| All | +286.3% | +302.4% | -16.1% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling