-6.7%
ALNY vs FN
+101.0%
-107.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -1.1% |
| 7D | -5.5% | 0.0% | -5.4% | -5.6% |
| 30D | -30.5% | -34.3% | +3.8% | -29.4% |
| 3M | -27.8% | -39.9% | +12.0% | -26.6% |
| 6M | -48.5% | -51.8% | +3.3% | -46.9% |
| YTD | -60.8% | -28.1% | -32.6% | -61.4% |
| 1Y | -64.6% | -29.1% | -35.5% | -65.2% |
| 3Y | -6.7% | +102.4% | -109.2% | -29.1% |
| All | -6.7% | +101.0% | -107.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling