+3,615.7%
ALNY vs FDS
+1,160.0%
+2,455.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.4% |
| 7D | +5.7% | -5.4% | +11.1% | +8.2% |
| 30D | +18.7% | +1.6% | +17.1% | +17.5% |
| 3M | -11.0% | +17.7% | -28.7% | -17.4% |
| 6M | -18.9% | +29.1% | -47.9% | -29.1% |
| YTD | -34.6% | +1.0% | -35.6% | -37.0% |
| 1Y | -42.8% | -21.6% | -21.2% | -38.8% |
| 3Y | +29.1% | -30.1% | +59.2% | +42.7% |
| 5Y | +39.6% | -20.7% | +60.3% | +42.7% |
| 10Y | +253.8% | +78.3% | +175.5% | +126.1% |
| All | +3,615.7% | +1,160.0% | +2,455.7% | +1,294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling