+22.1%
ALNY vs FND
-50.3%
+72.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -6.5% | -5.8% | -0.8% | -5.8% |
| 30D | +11.0% | -20.2% | +31.3% | +14.3% |
| 3M | -14.1% | -12.0% | -2.1% | -12.7% |
| 6M | -22.4% | -18.5% | -3.9% | -20.9% |
| YTD | -37.5% | -22.3% | -15.2% | -36.1% |
| 1Y | -46.9% | -47.6% | +0.7% | -43.3% |
| 3Y | +22.1% | -49.8% | +71.8% | +17.3% |
| All | +22.1% | -50.3% | +72.4% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling