+3,435.9%
ALNY vs ROK
+1,862.6%
+1,573.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.6% |
| 7D | -6.4% | -1.6% | -4.8% | -5.7% |
| 30D | +11.9% | -5.4% | +17.3% | +14.6% |
| 3M | -15.0% | -4.0% | -11.1% | -14.4% |
| 6M | -23.2% | +13.3% | -36.6% | -28.7% |
| YTD | -37.8% | +9.3% | -47.1% | -41.4% |
| 1Y | -47.3% | +25.8% | -73.1% | -53.5% |
| 3Y | +22.9% | +49.1% | -26.2% | -4.5% |
| 5Y | +30.6% | +45.9% | -15.3% | -0.9% |
| 10Y | +254.6% | +349.9% | -95.2% | +42.9% |
| All | +3,435.9% | +1,862.6% | +1,573.3% | +530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling