-41.3%
ALNY vs ROP
-21.5%
-19.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.5% |
| 7D | +12.2% | -4.4% | +16.7% | +13.5% |
| 30D | +16.3% | +3.2% | +13.1% | +15.1% |
| 3M | -12.4% | +23.1% | -35.4% | -13.6% |
| 6M | -18.7% | +13.3% | -32.0% | -19.5% |
| YTD | -33.1% | -7.9% | -25.2% | -33.9% |
| 1Y | -41.3% | -22.1% | -19.3% | -42.2% |
| All | -41.3% | -21.5% | -19.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling