+3,615.7%
ALNY vs FFIV
+2,523.7%
+1,092.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +5.7% | -1.5% | +7.2% | +6.1% |
| 30D | +18.7% | -2.7% | +21.3% | +19.3% |
| 3M | -11.0% | -1.7% | -9.3% | -11.2% |
| 6M | -18.9% | +36.1% | -55.0% | -26.9% |
| YTD | -34.6% | +52.6% | -87.2% | -43.3% |
| 1Y | -42.8% | +21.5% | -64.4% | -47.4% |
| 3Y | +29.1% | +142.7% | -113.6% | -4.6% |
| 5Y | +39.6% | +92.6% | -53.0% | +9.3% |
| 10Y | +253.8% | +225.5% | +28.3% | +133.1% |
| All | +3,615.7% | +2,523.7% | +1,092.0% | +1,679.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling