-62.0%
ALNY vs ROP
+10.4%
-72.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | 0.0% |
| 7D | -30.7% | +11.7% | -42.4% | -32.3% |
| 30D | -26.7% | +35.5% | -62.2% | -32.2% |
| 3M | -26.4% | +25.6% | -52.1% | -30.5% |
| 6M | -45.9% | +39.3% | -85.2% | -48.8% |
| YTD | -59.5% | +11.6% | -71.1% | -60.3% |
| 1Y | -62.0% | +10.6% | -72.6% | -62.9% |
| All | -62.0% | +10.4% | -72.4% | -62.9% |
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