+28.9%
ALNY vs ROIV
+276.5%
-247.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.5% | +5.5% |
| 7D | +5.8% | +1.7% | +4.2% | +5.6% |
| 30D | -26.5% | +17.6% | -44.1% | -28.2% |
| 3M | -27.3% | +9.0% | -36.3% | -28.5% |
| 6M | -43.4% | +35.3% | -78.7% | -46.3% |
| YTD | -58.5% | +82.2% | -140.7% | -62.5% |
| 1Y | -63.6% | +92.3% | -155.9% | -67.4% |
| 3Y | 0.0% | +336.8% | -336.8% | -20.9% |
| 5Y | -3.4% | +370.6% | -374.0% | -31.2% |
| All | +28.9% | +276.5% | -247.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling