+33.9%
ALNY vs FITB
+68.5%
-34.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -6.5% | -0.3% | -6.3% | -6.5% |
| 30D | +11.0% | -5.7% | +16.7% | +12.7% |
| 3M | -14.1% | +3.2% | -17.2% | -15.0% |
| 6M | -22.4% | +23.4% | -45.8% | -26.9% |
| YTD | -37.5% | +18.8% | -56.3% | -40.7% |
| 1Y | -46.9% | +25.0% | -71.9% | -50.5% |
| 3Y | +22.1% | +131.2% | -109.1% | -7.1% |
| All | +33.9% | +68.5% | -34.7% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling