+231.4%
ALNY vs FICO
+535.6%
-304.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.4% |
| 7D | -5.2% | +0.9% | -6.0% | -5.4% |
| 30D | -34.8% | +9.4% | -44.3% | -37.1% |
| 3M | -30.1% | -30.4% | +0.3% | -25.0% |
| 6M | -48.6% | -35.1% | -13.5% | -43.0% |
| YTD | -61.9% | -56.8% | -5.1% | -53.1% |
| 1Y | -65.7% | -58.4% | -7.3% | -57.3% |
| 3Y | -6.3% | -26.7% | +20.4% | -9.8% |
| 5Y | -14.0% | +88.0% | -102.0% | -44.4% |
| 10Y | +231.4% | +545.7% | -314.3% | -14.6% |
| All | +231.4% | +535.6% | -304.2% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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