+30.6%
ALNY vs ROL
-4.5%
+35.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -6.4% | -3.2% | -3.2% | -5.5% |
| 30D | +11.9% | -6.6% | +18.5% | +14.1% |
| 3M | -15.0% | -27.3% | +12.3% | -6.8% |
| 6M | -23.2% | -38.1% | +14.9% | -11.8% |
| YTD | -37.8% | -41.8% | +4.0% | -27.3% |
| 1Y | -47.3% | -37.8% | -9.5% | -39.9% |
| 3Y | +22.9% | -0.3% | +23.2% | +19.6% |
| 5Y | +30.6% | -5.1% | +35.6% | +23.4% |
| All | +30.6% | -4.5% | +35.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling