+231.4%
ALNY vs FN
+772.0%
-540.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.5% |
| 7D | -5.2% | -4.1% | -1.1% | -4.9% |
| 30D | -34.8% | -28.3% | -6.5% | -32.2% |
| 3M | -30.1% | -33.9% | +3.8% | -27.1% |
| 6M | -48.6% | -43.9% | -4.7% | -46.0% |
| YTD | -61.9% | -23.4% | -38.4% | -62.9% |
| 1Y | -65.7% | -25.4% | -40.3% | -66.6% |
| 3Y | -6.3% | +107.9% | -114.2% | -30.9% |
| 5Y | -14.0% | +195.1% | -209.0% | -43.8% |
| 10Y | +231.4% | +794.1% | -562.7% | +58.6% |
| All | +231.4% | +772.0% | -540.6% | +58.6% |
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