-46.9%
ALNY vs FLUT
-65.2%
+18.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | -6.5% | +0.4% | -7.0% | -6.6% |
| 30D | +11.0% | +2.5% | +8.5% | +10.7% |
| 3M | -14.1% | -9.2% | -4.8% | -14.0% |
| 6M | -22.4% | -8.2% | -14.2% | -22.5% |
| YTD | -37.5% | -53.2% | +15.8% | -38.8% |
| 1Y | -46.9% | -65.6% | +18.7% | -49.9% |
| All | -46.9% | -65.2% | +18.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling