-62.0%
ALNY vs FDS
+31.1%
-93.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.5% |
| 7D | -30.7% | +9.4% | -40.1% | -31.4% |
| 30D | -26.7% | +23.8% | -50.5% | -28.8% |
| 3M | -26.4% | +25.1% | -51.6% | -28.7% |
| 6M | -45.9% | +53.8% | -99.7% | -46.8% |
| YTD | -59.5% | +19.6% | -79.0% | -60.0% |
| 1Y | -62.0% | +31.6% | -93.6% | -61.6% |
| All | -62.0% | +31.1% | -93.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling