+236.1%
ALNY vs TROW
+130.0%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +1.0% |
| 7D | -6.5% | -3.2% | -3.4% | -5.1% |
| 30D | +11.0% | -4.6% | +15.6% | +13.5% |
| 3M | -14.1% | -0.7% | -13.4% | -14.2% |
| 6M | -22.4% | +22.2% | -44.6% | -29.9% |
| YTD | -37.5% | +6.6% | -44.1% | -40.1% |
| 1Y | -46.9% | +5.8% | -52.8% | -49.1% |
| 3Y | +22.1% | +11.6% | +10.5% | +10.5% |
| 5Y | +31.2% | -38.9% | +70.1% | +54.3% |
| All | +236.1% | +130.0% | +106.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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