-46.9%
ALNY vs ROP
-23.7%
-23.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -6.5% | -4.6% | -1.9% | -5.4% |
| 30D | +11.0% | -1.7% | +12.7% | +11.3% |
| 3M | -14.1% | +17.1% | -31.1% | -14.3% |
| 6M | -22.4% | +10.9% | -33.2% | -22.2% |
| YTD | -37.5% | -12.1% | -25.4% | -37.5% |
| 1Y | -46.9% | -24.2% | -22.7% | -47.9% |
| All | -46.9% | -23.7% | -23.2% | -47.9% |
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