-62.0%
ALNY vs FFIV
+33.5%
-95.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | -30.7% | -9.8% | -20.9% | -30.9% |
| 30D | -26.7% | -28.1% | +1.3% | -27.9% |
| 3M | -26.4% | -20.0% | -6.4% | -27.1% |
| 6M | -45.9% | -0.1% | -45.9% | -46.8% |
| YTD | -59.5% | +29.2% | -88.7% | -59.9% |
| 1Y | -62.0% | +36.6% | -98.6% | -61.2% |
| All | -62.0% | +33.5% | -95.5% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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