-62.0%
ALNY vs FTI
+57.1%
-119.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.4% |
| 7D | -30.7% | -9.7% | -21.0% | -29.1% |
| 30D | -26.7% | -8.2% | -18.6% | -25.1% |
| 3M | -26.4% | -7.8% | -18.6% | -24.9% |
| 6M | -45.9% | -13.4% | -32.5% | -44.6% |
| YTD | -59.5% | +45.1% | -104.5% | -61.9% |
| 1Y | -62.0% | +54.6% | -116.6% | -63.4% |
| All | -62.0% | +57.1% | -119.1% | -63.4% |
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