+3,615.7%
ALNY vs ROL
+2,125.5%
+1,490.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -0.9% |
| 7D | +5.7% | -3.4% | +9.1% | +7.7% |
| 30D | +18.7% | -6.9% | +25.6% | +23.2% |
| 3M | -11.0% | -24.6% | +13.6% | +3.3% |
| 6M | -18.9% | -39.5% | +20.6% | +6.0% |
| YTD | -34.6% | -41.1% | +6.5% | -13.7% |
| 1Y | -42.8% | -37.9% | -4.9% | -27.6% |
| 3Y | +29.1% | +0.8% | +28.3% | +21.4% |
| 5Y | +39.6% | -4.7% | +44.3% | +30.2% |
| 10Y | +253.8% | +207.9% | +45.9% | +50.6% |
| All | +3,615.7% | +2,125.5% | +1,490.2% | +411.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling