+229.8%
ALNY vs FN
+700.1%
-470.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.3% | +12.7% | +6.4% |
| 7D | +5.8% | +0.3% | +5.6% | +5.6% |
| 30D | -26.5% | -16.5% | -9.9% | -25.0% |
| 3M | -27.3% | -42.1% | +14.8% | -22.8% |
| 6M | -43.4% | -52.9% | +9.5% | -38.8% |
| YTD | -58.5% | -28.0% | -30.5% | -59.3% |
| 1Y | -63.6% | -18.5% | -45.1% | -65.3% |
| 3Y | 0.0% | +93.9% | -93.8% | -25.4% |
| 5Y | -3.4% | +170.5% | -173.9% | -35.9% |
| All | +229.8% | +700.1% | -470.3% | +61.4% |
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