+236.1%
ALNY vs FIS
-39.8%
+275.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -7.9% | +1.4% | -4.3% |
| 30D | +11.0% | -8.0% | +19.0% | +13.6% |
| 3M | -14.1% | +0.6% | -14.7% | -14.3% |
| 6M | -22.4% | -22.2% | -0.2% | -17.1% |
| YTD | -37.5% | -40.8% | +3.3% | -27.9% |
| 1Y | -46.9% | -41.5% | -5.4% | -38.8% |
| 3Y | +22.1% | -25.5% | +47.6% | +27.8% |
| 5Y | +31.2% | -64.8% | +96.0% | +71.8% |
| All | +236.1% | -39.8% | +275.9% | +190.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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