+236.1%
ALNY vs ROP
+135.6%
+100.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -4.6% | -1.9% | -4.3% |
| 30D | +11.0% | -1.7% | +12.7% | +11.8% |
| 3M | -14.1% | +17.1% | -31.1% | -20.1% |
| 6M | -22.4% | +10.9% | -33.2% | -26.2% |
| YTD | -37.5% | -12.1% | -25.4% | -33.7% |
| 1Y | -46.9% | -24.2% | -22.7% | -39.5% |
| 3Y | +22.1% | -20.4% | +42.4% | +34.2% |
| 5Y | +31.2% | -15.4% | +46.6% | +36.7% |
| All | +236.1% | +135.6% | +100.5% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling