+33.9%
ALNY vs FTI
+1,066.8%
-1,033.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -6.5% | -4.4% | -2.2% | -5.9% |
| 30D | +11.0% | +1.5% | +9.6% | +10.8% |
| 3M | -14.1% | +8.2% | -22.3% | -15.1% |
| 6M | -22.4% | +18.8% | -41.2% | -24.6% |
| YTD | -37.5% | +71.7% | -109.1% | -42.6% |
| 1Y | -46.9% | +90.0% | -137.0% | -52.2% |
| 3Y | +22.1% | +270.5% | -248.4% | -2.4% |
| All | +33.9% | +1,066.8% | -1,033.0% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling