-4.8%
ALNY vs FFIV
+35.3%
-40.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.0% | +6.1% |
| 7D | +5.8% | -0.5% | +6.4% | +5.9% |
| 30D | -26.5% | -32.4% | +5.9% | -19.1% |
| 3M | -27.3% | -25.7% | -1.6% | -22.7% |
| 6M | -43.4% | -13.5% | -29.9% | -43.2% |
| YTD | -58.5% | +21.1% | -79.6% | -63.7% |
| 1Y | -63.6% | +29.4% | -93.1% | -69.1% |
| 3Y | 0.0% | +94.9% | -94.9% | -33.0% |
| All | -4.8% | +35.3% | -40.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling