+3,585.7%
ALNY vs ROP
+1,584.6%
+2,001.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | 0.0% |
| 7D | -3.5% | -6.1% | +2.6% | 0.0% |
| 30D | +18.9% | -3.4% | +22.3% | +21.0% |
| 3M | -13.3% | +16.7% | -30.0% | -20.6% |
| 6M | -20.3% | +8.1% | -28.3% | -24.1% |
| YTD | -35.1% | -11.7% | -23.4% | -31.2% |
| 1Y | -46.5% | -24.2% | -22.3% | -38.3% |
| 3Y | +28.1% | -19.0% | +47.0% | +40.2% |
| 5Y | +36.1% | -15.9% | +51.9% | +42.4% |
| 10Y | +269.7% | +135.7% | +134.0% | +90.5% |
| All | +3,585.7% | +1,584.6% | +2,001.1% | +630.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling