+3,585.7%
ALNY vs RVTY
+647.3%
+2,938.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.4% |
| 7D | -3.5% | -5.4% | +1.9% | -0.9% |
| 30D | +18.9% | +6.7% | +12.2% | +15.1% |
| 3M | -13.3% | +19.0% | -32.3% | -20.8% |
| 6M | -20.3% | +34.6% | -54.9% | -32.1% |
| YTD | -35.1% | +28.3% | -63.4% | -43.9% |
| 1Y | -46.5% | +46.0% | -92.5% | -57.0% |
| 3Y | +28.1% | +16.9% | +11.2% | +8.8% |
| 5Y | +36.1% | -32.9% | +69.0% | +48.6% |
| 10Y | +269.7% | +141.6% | +128.1% | +91.0% |
| All | +3,585.7% | +647.3% | +2,938.4% | +1,066.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling