+33.9%
ALNY vs RVMD
+576.1%
-542.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -3.0% | -3.6% | -6.0% |
| 30D | +11.0% | -0.7% | +11.8% | +11.1% |
| 3M | -14.1% | +36.5% | -50.6% | -19.6% |
| 6M | -22.4% | +104.6% | -127.0% | -34.1% |
| YTD | -37.5% | +155.8% | -193.3% | -50.0% |
| 1Y | -46.9% | +340.7% | -387.6% | -62.4% |
| 3Y | +22.1% | +519.9% | -497.9% | -24.0% |
| All | +33.9% | +576.1% | -542.2% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling