+3,452.6%
ALNY vs RRX
+1,009.8%
+2,442.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.1% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | +11.0% | -6.1% | +17.2% | +13.9% |
| 3M | -14.1% | -23.1% | +9.0% | -7.7% |
| 6M | -22.4% | -19.5% | -2.9% | -20.0% |
| YTD | -37.5% | +16.1% | -53.5% | -46.6% |
| 1Y | -46.9% | +12.9% | -59.9% | -54.9% |
| 3Y | +22.1% | +7.9% | +14.1% | -4.2% |
| 5Y | +31.2% | +19.1% | +12.1% | -7.1% |
| 10Y | +256.3% | +225.8% | +30.5% | +22.9% |
| All | +3,452.6% | +1,009.8% | +2,442.8% | +585.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling