+182.7%
ALNY vs FOXA
+92.4%
+90.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | +11.0% | +5.0% | +6.0% | +10.0% |
| 3M | -14.1% | -3.0% | -11.0% | -14.1% |
| 6M | -22.4% | +14.8% | -37.2% | -25.1% |
| YTD | -37.5% | -8.9% | -28.5% | -37.0% |
| 1Y | -46.9% | +13.3% | -60.3% | -49.0% |
| 3Y | +22.1% | +115.4% | -93.3% | +1.7% |
| 5Y | +31.2% | +95.3% | -64.1% | +10.6% |
| All | +182.7% | +92.4% | +90.3% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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