+36.5%
ALNY vs FRSH
-72.5%
+109.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -6.6% | 0.0% | -5.4% |
| 30D | +11.0% | +2.1% | +8.9% | +10.4% |
| 3M | -14.1% | +29.0% | -43.0% | -18.0% |
| 6M | -22.4% | +48.6% | -71.0% | -28.3% |
| YTD | -37.5% | -2.9% | -34.5% | -38.0% |
| 1Y | -46.9% | -7.9% | -39.0% | -47.0% |
| 3Y | +22.1% | -46.5% | +68.6% | +31.7% |
| All | +36.5% | -72.5% | +109.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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