+21.5%
ALNY vs FITB
+129.2%
-107.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | -6.4% | -1.0% | -5.4% | -6.2% |
| 30D | +11.9% | -5.5% | +17.4% | +13.3% |
| 3M | -15.0% | +4.1% | -19.1% | -16.0% |
| 6M | -23.2% | +18.7% | -41.9% | -26.6% |
| YTD | -37.8% | +18.2% | -55.9% | -40.5% |
| 1Y | -47.3% | +23.7% | -70.9% | -50.2% |
| All | +21.5% | +129.2% | -107.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 3y: compounded portfolio wealth divided by compounded FITB 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…
3y analysis · Full analysis span regression · 6 months rolling