+21.5%
ALNY vs FDX
+60.4%
-39.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -6.4% | -3.9% | -2.6% | -5.8% |
| 30D | +11.9% | -3.3% | +15.2% | +12.4% |
| 3M | -15.0% | -2.0% | -13.0% | -15.0% |
| 6M | -23.2% | +8.0% | -31.3% | -24.9% |
| YTD | -37.8% | +35.0% | -72.8% | -41.6% |
| 1Y | -47.3% | +73.7% | -120.9% | -53.0% |
| All | +21.5% | +60.4% | -39.0% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling