+236.1%
ALNY vs FDS
+64.8%
+171.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -6.5% | -14.0% | +7.4% | -1.5% |
| 30D | +11.0% | -6.2% | +17.3% | +13.3% |
| 3M | -14.1% | +10.2% | -24.2% | -16.7% |
| 6M | -22.4% | +27.4% | -49.8% | -29.6% |
| YTD | -37.5% | -9.3% | -28.2% | -36.1% |
| 1Y | -46.9% | -28.6% | -18.3% | -40.7% |
| 3Y | +22.1% | -36.8% | +58.9% | +40.8% |
| 5Y | +31.2% | -28.6% | +59.8% | +41.1% |
| All | +236.1% | +64.8% | +171.3% | +89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling