+3,615.7%
ALNY vs FITB
+101.5%
+3,514.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +5.7% | +2.8% | +2.9% | +5.0% |
| 30D | +18.7% | -4.5% | +23.2% | +19.9% |
| 3M | -11.0% | +5.7% | -16.6% | -12.3% |
| 6M | -18.9% | +17.1% | -36.0% | -22.1% |
| YTD | -34.6% | +18.3% | -52.9% | -37.4% |
| 1Y | -42.8% | +23.9% | -66.7% | -46.1% |
| 3Y | +29.1% | +131.1% | -102.0% | +3.7% |
| 5Y | +39.6% | +71.1% | -31.5% | +17.7% |
| 10Y | +253.8% | +283.9% | -30.1% | +130.4% |
| All | +3,615.7% | +101.5% | +3,514.2% | +2,360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling