+236.1%
ALNY vs FANG
+182.5%
+53.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -6.5% | +2.9% | -9.4% | -6.9% |
| 30D | +11.0% | +2.6% | +8.4% | +10.7% |
| 3M | -14.1% | +7.6% | -21.6% | -15.1% |
| 6M | -22.4% | +17.3% | -39.7% | -24.4% |
| YTD | -37.5% | +38.7% | -76.1% | -40.4% |
| 1Y | -46.9% | +51.6% | -98.6% | -50.1% |
| 3Y | +22.1% | +50.0% | -27.9% | +13.5% |
| 5Y | +31.2% | +237.6% | -206.4% | +7.0% |
| All | +236.1% | +182.5% | +53.6% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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