-41.3%
ALNY vs RRX
+14.9%
-56.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +12.2% | +3.4% | +8.8% | +12.5% |
| 30D | +16.3% | -11.1% | +27.5% | +15.2% |
| 3M | -12.4% | -23.7% | +11.4% | -13.1% |
| 6M | -18.7% | -22.0% | +3.3% | -20.1% |
| YTD | -33.1% | +16.5% | -49.6% | -32.0% |
| 1Y | -41.3% | +11.5% | -52.8% | -40.2% |
| All | -41.3% | +14.9% | -56.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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