-41.3%
ALNY vs RVTY
+57.1%
-98.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +12.2% | +1.1% | +11.1% | +12.0% |
| 30D | +16.3% | +13.2% | +3.1% | +13.3% |
| 3M | -12.4% | +27.2% | -39.6% | -16.8% |
| 6M | -18.7% | +32.4% | -51.1% | -24.1% |
| YTD | -33.1% | +34.9% | -67.9% | -37.7% |
| 1Y | -41.3% | +52.4% | -93.7% | -46.1% |
| All | -41.3% | +57.1% | -98.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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