-64.6%
ALNY vs FGI
+50.2%
-114.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.9% | -0.5% | +5.5% |
| 7D | -0.8% | +6.9% | -7.6% | -0.7% |
| 30D | -29.6% | +3.9% | -33.5% | -29.4% |
| 3M | -27.7% | +74.3% | -102.0% | -27.4% |
| 6M | -43.9% | +28.9% | -72.8% | -43.7% |
| YTD | -59.8% | +39.1% | -98.9% | -59.3% |
| 1Y | -64.6% | +49.3% | -114.0% | -63.9% |
| All | -64.6% | +50.2% | -114.8% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling