+269.7%
ALNY vs FN
+890.7%
-621.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -3.5% | +5.8% | -9.3% | -4.3% |
| 30D | +18.9% | -20.6% | +39.5% | +22.0% |
| 3M | -13.3% | -28.6% | +15.3% | -10.6% |
| 6M | -20.3% | -20.7% | +0.4% | -20.6% |
| YTD | -35.1% | -8.1% | -27.0% | -37.9% |
| 1Y | -46.5% | +13.3% | -59.8% | -51.3% |
| 3Y | +28.1% | +175.7% | -147.6% | -9.3% |
| 5Y | +36.1% | +297.4% | -261.3% | -15.0% |
| 10Y | +269.7% | +950.9% | -681.2% | +56.4% |
| All | +269.7% | +890.7% | -621.0% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling