-62.0%
ALNY vs ROST
+54.7%
-116.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.5% |
| 7D | -30.7% | +7.8% | -38.5% | -31.8% |
| 30D | -26.7% | +8.6% | -35.3% | -28.1% |
| 3M | -26.4% | -1.9% | -24.5% | -26.3% |
| 6M | -45.9% | +9.1% | -55.1% | -47.0% |
| YTD | -59.5% | +37.2% | -96.7% | -59.3% |
| 1Y | -62.0% | +52.7% | -114.7% | -60.4% |
| All | -62.0% | +54.7% | -116.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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