+33.9%
ALNY vs ROK
+47.1%
-13.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | 0.0% |
| 7D | -6.5% | -1.2% | -5.3% | -6.2% |
| 30D | +11.0% | -4.8% | +15.8% | +12.6% |
| 3M | -14.1% | -6.1% | -8.0% | -13.1% |
| 6M | -22.4% | +15.5% | -37.9% | -26.8% |
| YTD | -37.5% | +11.2% | -48.6% | -40.3% |
| 1Y | -46.9% | +23.8% | -70.8% | -51.1% |
| 3Y | +22.1% | +53.1% | -31.1% | +1.0% |
| All | +33.9% | +47.1% | -13.3% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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