+3,585.7%
ALNY vs FE
+210.0%
+3,375.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +18.9% | -1.2% | +20.1% | +19.4% |
| 3M | -13.3% | +1.7% | -15.0% | -13.9% |
| 6M | -20.3% | -7.5% | -12.8% | -18.1% |
| YTD | -35.1% | +6.3% | -41.4% | -36.7% |
| 1Y | -46.5% | +10.9% | -57.3% | -48.7% |
| 3Y | +28.1% | +46.9% | -18.9% | +9.8% |
| 5Y | +36.1% | +47.6% | -11.5% | +15.0% |
| 10Y | +269.7% | +114.5% | +155.2% | +144.8% |
| All | +3,585.7% | +210.0% | +3,375.7% | +2,277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling