+3,585.7%
ALNY vs ROST
+4,228.7%
-642.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -3.5% | -2.2% | -1.3% | -2.8% |
| 30D | +18.9% | -11.4% | +30.3% | +23.8% |
| 3M | -13.3% | -1.6% | -11.7% | -13.1% |
| 6M | -20.3% | +6.8% | -27.1% | -22.4% |
| YTD | -35.1% | +25.8% | -60.9% | -40.3% |
| 1Y | -46.5% | +52.4% | -98.9% | -54.0% |
| 3Y | +28.1% | +94.4% | -66.3% | -0.2% |
| 5Y | +36.1% | +108.2% | -72.1% | 0.0% |
| 10Y | +269.7% | +308.5% | -38.8% | +87.3% |
| All | +3,585.7% | +4,228.7% | -642.9% | +579.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling