+30.6%
ALNY vs ROP
-16.6%
+47.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.9% |
| 7D | -6.4% | -8.0% | +1.6% | -3.3% |
| 30D | +11.9% | -2.7% | +14.6% | +13.0% |
| 3M | -15.0% | +16.6% | -31.6% | -19.2% |
| 6M | -23.2% | +10.4% | -33.6% | -25.7% |
| YTD | -37.8% | -12.1% | -25.7% | -34.1% |
| 1Y | -47.3% | -23.6% | -23.6% | -40.8% |
| 3Y | +22.9% | -19.3% | +42.2% | +34.2% |
| 5Y | +30.6% | -15.4% | +45.9% | +25.8% |
| All | +30.6% | -16.6% | +47.2% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling