+2,137.3%
ALNY vs FICO
+2,057.1%
+80.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.6% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -32.7% | +8.4% | -41.1% | -35.6% |
| 3M | -28.6% | -30.5% | +1.9% | -22.1% |
| 6M | -46.9% | -35.7% | -11.2% | -39.9% |
| YTD | -60.6% | -57.2% | -3.4% | -49.1% |
| 1Y | -64.6% | -58.4% | -6.2% | -53.8% |
| 3Y | -4.8% | -24.8% | +20.0% | -10.5% |
| 5Y | -14.8% | +79.3% | -94.1% | -48.4% |
| 10Y | +260.3% | +531.6% | -271.4% | +7.8% |
| All | +2,137.3% | +2,057.1% | +80.2% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling