+21.5%
ALNY vs RVTY
+13.9%
+7.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.4% |
| 7D | -6.4% | -7.4% | +1.0% | -4.4% |
| 30D | +11.9% | +4.5% | +7.4% | +10.6% |
| 3M | -15.0% | +19.5% | -34.5% | -19.1% |
| 6M | -23.2% | +34.1% | -57.3% | -29.6% |
| YTD | -37.8% | +25.3% | -63.0% | -42.1% |
| 1Y | -47.3% | +47.0% | -94.3% | -53.4% |
| All | +21.5% | +13.9% | +7.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling