-46.3%
ALNY vs FRMI
-78.6%
+32.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -4.1% |
| 7D | -6.4% | +10.9% | -17.3% | -6.1% |
| 30D | +11.9% | -24.3% | +36.2% | +11.1% |
| 3M | -15.0% | -21.8% | +6.8% | -15.1% |
| 6M | -23.2% | -33.0% | +9.8% | -23.4% |
| YTD | -37.8% | -32.6% | -5.1% | -38.4% |
| All | -46.3% | -78.6% | +32.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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