+22.1%
ALNY vs FLR
+54.2%
-32.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -6.5% | -3.5% | -3.1% | -6.4% |
| 30D | +11.0% | +4.2% | +6.9% | +10.8% |
| 3M | -14.1% | +8.1% | -22.1% | -14.6% |
| 6M | -22.4% | +21.5% | -43.9% | -24.1% |
| YTD | -37.5% | +36.8% | -74.2% | -39.4% |
| 1Y | -46.9% | +31.2% | -78.1% | -48.5% |
| 3Y | +22.1% | +53.9% | -31.8% | +18.7% |
| All | +22.1% | +54.2% | -32.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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