-8.3%
ALNY vs ROIV
+413.4%
-421.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | -1.3% |
| 7D | 0.0% | +9.2% | -9.2% | -1.4% |
| 30D | -30.0% | +19.9% | -49.9% | -32.1% |
| 3M | -30.1% | +10.6% | -40.6% | -31.5% |
| 6M | -46.4% | +36.1% | -82.4% | -49.6% |
| YTD | -60.6% | +84.3% | -144.9% | -65.1% |
| 1Y | -65.4% | +87.6% | -153.0% | -69.5% |
| 3Y | -3.2% | +353.9% | -357.2% | -27.1% |
| 5Y | -8.3% | +376.1% | -384.4% | -37.7% |
| All | -8.3% | +413.4% | -421.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling