-41.3%
ALNY vs FN
+17.1%
-58.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.8% |
| 7D | +12.2% | -1.7% | +13.9% | +12.1% |
| 30D | +16.3% | -22.0% | +38.3% | +15.0% |
| 3M | -12.4% | -43.0% | +30.6% | -12.6% |
| 6M | -18.7% | -27.7% | +9.1% | -19.0% |
| YTD | -33.1% | -10.5% | -22.6% | -33.4% |
| 1Y | -41.3% | +12.5% | -53.8% | -41.5% |
| All | -41.3% | +17.1% | -58.4% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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