+236.1%
ALNY vs RVTY
+145.6%
+90.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.7% |
| 7D | -6.5% | -4.5% | -2.0% | -4.8% |
| 30D | +11.0% | +5.5% | +5.6% | +8.6% |
| 3M | -14.1% | +22.5% | -36.6% | -21.4% |
| 6M | -22.4% | +38.9% | -61.3% | -33.2% |
| YTD | -37.5% | +28.7% | -66.2% | -44.8% |
| 1Y | -46.9% | +45.5% | -92.4% | -56.0% |
| 3Y | +22.1% | +16.4% | +5.7% | +6.9% |
| 5Y | +31.2% | -32.7% | +63.9% | +45.5% |
| All | +236.1% | +145.6% | +90.5% | +35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling