-41.3%
ALNY vs FTI
+108.8%
-150.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +12.2% | +5.3% | +7.0% | +12.0% |
| 30D | +16.3% | +15.3% | +1.0% | +15.5% |
| 3M | -12.4% | +15.8% | -28.1% | -12.9% |
| 6M | -18.7% | +22.6% | -41.3% | -19.5% |
| YTD | -33.1% | +79.5% | -112.6% | -33.7% |
| 1Y | -41.3% | +102.0% | -143.3% | -41.3% |
| All | -41.3% | +108.8% | -150.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling