-46.9%
ALNY vs FFIV
+26.0%
-73.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.7% |
| 7D | -6.5% | +5.4% | -12.0% | -6.2% |
| 30D | +11.0% | -2.7% | +13.7% | +10.9% |
| 3M | -14.1% | +4.5% | -18.6% | -14.0% |
| 6M | -22.4% | +42.2% | -64.6% | -22.2% |
| YTD | -37.5% | +61.3% | -98.8% | -36.6% |
| 1Y | -46.9% | +23.0% | -70.0% | -47.8% |
| All | -46.9% | +26.0% | -73.0% | -47.8% |
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