+2,257.7%
ALNY vs FFIV
+1,981.8%
+276.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.0% | +6.1% |
| 7D | +5.8% | -0.5% | +6.4% | +6.0% |
| 30D | -26.5% | -32.4% | +5.9% | -18.7% |
| 3M | -27.3% | -25.7% | -1.6% | -22.2% |
| 6M | -43.4% | -13.5% | -29.9% | -42.4% |
| YTD | -58.5% | +21.1% | -79.6% | -62.1% |
| 1Y | -63.6% | +29.4% | -93.1% | -67.5% |
| 3Y | 0.0% | +94.9% | -94.9% | -22.3% |
| 5Y | -3.4% | +34.7% | -38.1% | -17.4% |
| 10Y | +254.6% | +119.0% | +135.6% | +157.4% |
| All | +2,257.7% | +1,981.8% | +276.0% | +1,089.3% |
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