+41.3%
ALNY vs FN
+289.0%
-247.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.4% |
| 7D | +12.2% | -1.7% | +13.9% | +12.4% |
| 30D | +16.3% | -22.0% | +38.3% | +18.2% |
| 3M | -12.4% | -43.0% | +30.6% | -8.4% |
| 6M | -18.7% | -27.7% | +9.1% | -18.3% |
| YTD | -33.1% | -10.5% | -22.6% | -35.1% |
| 1Y | -41.3% | +12.5% | -53.8% | -45.4% |
| 3Y | +32.3% | +153.8% | -121.5% | +1.1% |
| All | +41.3% | +289.0% | -247.7% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling