+899.6%
ALNY vs FN
+2,887.5%
-1,987.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -2.3% |
| 7D | -5.5% | 0.0% | -5.4% | -5.9% |
| 30D | -30.5% | -34.3% | +3.8% | -26.3% |
| 3M | -27.8% | -39.9% | +12.0% | -23.1% |
| 6M | -48.5% | -51.8% | +3.3% | -44.3% |
| YTD | -60.8% | -28.1% | -32.6% | -61.3% |
| 1Y | -64.6% | -29.1% | -35.5% | -65.2% |
| 3Y | -6.7% | +102.4% | -109.2% | -29.3% |
| 5Y | -16.7% | +171.7% | -188.4% | -42.3% |
| 10Y | +362.0% | +773.5% | -411.5% | +143.6% |
| All | +899.6% | +2,887.5% | -1,987.9% | +350.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling