-41.3%
ALNY vs FE
+11.4%
-52.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +12.2% | +1.9% | +10.3% | +12.1% |
| 30D | +16.3% | -1.2% | +17.5% | +16.4% |
| 3M | -12.4% | +3.5% | -15.9% | -11.6% |
| 6M | -18.7% | -6.1% | -12.6% | -20.1% |
| YTD | -33.1% | +7.6% | -40.7% | -30.3% |
| 1Y | -41.3% | +11.9% | -53.2% | -38.4% |
| All | -41.3% | +11.4% | -52.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling