+94.7%
ALNY vs RUN
-34.5%
+129.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -6.5% | -3.7% | -2.8% | -6.2% |
| 30D | +11.0% | -13.0% | +24.1% | +12.8% |
| 3M | -14.1% | -31.8% | +17.7% | -10.8% |
| 6M | -22.4% | -32.2% | +9.8% | -19.9% |
| YTD | -37.5% | -53.5% | +16.0% | -33.7% |
| 1Y | -46.9% | -46.5% | -0.4% | -45.1% |
| 3Y | +22.1% | -37.6% | +59.7% | +7.1% |
| 5Y | +31.2% | -80.9% | +112.0% | +26.4% |
| 10Y | +256.3% | +41.3% | +215.1% | +149.1% |
| All | +94.7% | -34.5% | +129.1% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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