+30.6%
ALNY vs FLUT
-51.9%
+82.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -6.4% | -3.6% | -2.8% | -5.9% |
| 30D | +11.9% | -0.3% | +12.2% | +11.9% |
| 3M | -15.0% | -12.6% | -2.4% | -13.5% |
| 6M | -23.2% | -8.0% | -15.2% | -22.7% |
| YTD | -37.8% | -54.1% | +16.4% | -31.1% |
| 1Y | -47.3% | -66.1% | +18.9% | -39.1% |
| 3Y | +22.9% | -45.0% | +67.9% | +29.4% |
| 5Y | +30.6% | -51.2% | +81.8% | +34.2% |
| All | +30.6% | -51.9% | +82.4% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling