+98.6%
ALNY vs FGI
-69.8%
+168.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.1% | -2.3% |
| 7D | +5.7% | +5.2% | +0.5% | +5.7% |
| 30D | +18.7% | +65.2% | -46.5% | +18.0% |
| 3M | -11.0% | +30.2% | -41.1% | -11.4% |
| 6M | -18.9% | +87.8% | -106.7% | -20.0% |
| YTD | -34.6% | +32.5% | -67.0% | -35.2% |
| 1Y | -42.8% | +93.6% | -136.4% | -44.2% |
| 3Y | +29.1% | -2.6% | +31.7% | +26.6% |
| All | +98.6% | -69.8% | +168.4% | +99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling