+236.1%
ALNY vs FDX
+182.5%
+53.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -6.5% | -3.3% | -3.3% | -5.7% |
| 30D | +11.0% | -4.5% | +15.6% | +12.4% |
| 3M | -14.1% | -7.3% | -6.7% | -12.5% |
| 6M | -22.4% | +7.5% | -29.9% | -24.8% |
| YTD | -37.5% | +35.1% | -72.5% | -43.5% |
| 1Y | -46.9% | +71.4% | -118.3% | -55.6% |
| 3Y | +22.1% | +60.8% | -38.7% | +0.6% |
| 5Y | +31.2% | +65.5% | -34.3% | +3.3% |
| All | +236.1% | +182.5% | +53.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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