+236.1%
ALNY vs ROST
+317.9%
-81.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.1% |
| 7D | -6.5% | +0.2% | -6.8% | -6.6% |
| 30D | +11.0% | -6.9% | +17.9% | +12.9% |
| 3M | -14.1% | -3.3% | -10.8% | -13.5% |
| 6M | -22.4% | +9.0% | -31.4% | -24.1% |
| YTD | -37.5% | +28.9% | -66.3% | -41.3% |
| 1Y | -46.9% | +54.0% | -100.9% | -52.3% |
| 3Y | +22.1% | +100.7% | -78.7% | +2.2% |
| 5Y | +31.2% | +116.0% | -84.8% | +4.9% |
| All | +236.1% | +317.9% | -81.8% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling