+3,615.7%
ALNY vs FLUT
+966.8%
+2,648.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.3% |
| 7D | +5.7% | +3.8% | +1.9% | +5.4% |
| 30D | +18.7% | +6.3% | +12.4% | +18.2% |
| 3M | -11.0% | -4.0% | -6.9% | -10.8% |
| 6M | -18.9% | -10.3% | -8.6% | -18.5% |
| YTD | -34.6% | -53.2% | +18.6% | -31.8% |
| 1Y | -42.8% | -65.0% | +22.2% | -39.5% |
| 3Y | +29.1% | -43.9% | +73.0% | +32.3% |
| 5Y | +39.6% | -49.2% | +88.9% | +41.6% |
| 10Y | +253.8% | -9.2% | +263.0% | +250.6% |
| All | +3,615.7% | +966.8% | +2,648.9% | +2,564.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling