+103.2%
ALNY vs FGI
-70.4%
+173.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | +0.6% |
| 7D | +12.2% | +0.5% | +11.7% | +12.2% |
| 30D | +16.3% | +65.4% | -49.1% | +15.7% |
| 3M | -12.4% | +23.5% | -35.9% | -12.7% |
| 6M | -18.7% | +60.5% | -79.2% | -19.6% |
| YTD | -33.1% | +30.0% | -63.1% | -33.7% |
| 1Y | -41.3% | +82.1% | -123.4% | -42.6% |
| 3Y | +32.3% | -4.4% | +36.7% | +29.7% |
| All | +103.2% | -70.4% | +173.6% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling