+3,615.7%
ALNY vs FIS
+183.7%
+3,432.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.9% | +3.6% | +0.3% |
| 7D | +5.7% | -3.5% | +9.1% | +7.3% |
| 30D | +18.7% | -7.8% | +26.5% | +22.8% |
| 3M | -11.0% | +0.8% | -11.8% | -11.6% |
| 6M | -18.9% | -21.9% | +3.0% | -10.7% |
| YTD | -34.6% | -39.5% | +4.9% | -19.7% |
| 1Y | -42.8% | -41.0% | -1.9% | -29.4% |
| 3Y | +29.1% | -23.6% | +52.7% | +36.6% |
| 5Y | +39.6% | -65.6% | +105.2% | +103.2% |
| 10Y | +253.8% | -40.2% | +294.0% | +244.2% |
| All | +3,615.7% | +183.7% | +3,432.0% | +1,392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling