+89.0%
ALNY vs FGI
-66.2%
+155.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.4% | -13.5% | -4.1% |
| 7D | -6.4% | +22.8% | -29.2% | -6.5% |
| 30D | +11.9% | +85.9% | -74.0% | +11.2% |
| 3M | -15.0% | +32.4% | -47.4% | -15.3% |
| 6M | -23.2% | +106.3% | -129.6% | -24.2% |
| YTD | -37.8% | +48.4% | -86.2% | -38.4% |
| 1Y | -47.3% | +116.4% | -163.6% | -48.5% |
| 3Y | +22.9% | +9.2% | +13.7% | +20.4% |
| All | +89.0% | -66.2% | +155.2% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling