+371.3%
ALNY vs FND
+56.5%
+314.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -6.5% | -5.8% | -0.8% | -5.3% |
| 30D | +11.0% | -20.2% | +31.3% | +16.6% |
| 3M | -14.1% | -12.0% | -2.1% | -12.1% |
| 6M | -22.4% | -18.5% | -3.9% | -19.8% |
| YTD | -37.5% | -22.3% | -15.2% | -35.1% |
| 1Y | -46.9% | -47.6% | +0.7% | -40.0% |
| 3Y | +22.1% | -49.8% | +71.8% | +33.1% |
| 5Y | +31.2% | -63.0% | +94.2% | +46.9% |
| All | +371.3% | +56.5% | +314.8% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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