+236.1%
ALNY vs ROL
+211.6%
+24.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -6.5% | -3.2% | -3.4% | -5.3% |
| 30D | +11.0% | -4.9% | +15.9% | +13.3% |
| 3M | -14.1% | -25.8% | +11.8% | -3.1% |
| 6M | -22.4% | -37.6% | +15.2% | -6.1% |
| YTD | -37.5% | -41.5% | +4.0% | -22.5% |
| 1Y | -46.9% | -39.5% | -7.4% | -35.7% |
| 3Y | +22.1% | +0.1% | +21.9% | +16.2% |
| 5Y | +31.2% | -4.6% | +35.8% | +23.9% |
| All | +236.1% | +211.6% | +24.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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