+30.6%
ALNY vs FDX
+62.9%
-32.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -6.4% | -3.9% | -2.6% | -5.7% |
| 30D | +11.9% | -3.3% | +15.2% | +12.5% |
| 3M | -15.0% | -2.0% | -13.0% | -15.0% |
| 6M | -23.2% | +8.0% | -31.3% | -25.0% |
| YTD | -37.8% | +35.0% | -72.8% | -42.1% |
| 1Y | -47.3% | +73.7% | -120.9% | -53.6% |
| 3Y | +22.9% | +61.6% | -38.7% | +6.5% |
| 5Y | +30.6% | +65.4% | -34.8% | +8.3% |
| All | +30.6% | +62.9% | -32.3% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling