+3,585.7%
ALNY vs FTI
+1,689.0%
+1,896.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.5% | -2.3% | -1.2% | -2.9% |
| 30D | +18.9% | +5.0% | +13.9% | +17.4% |
| 3M | -13.3% | +13.8% | -27.2% | -16.3% |
| 6M | -20.3% | +22.9% | -43.2% | -24.8% |
| YTD | -35.1% | +75.0% | -110.1% | -44.2% |
| 1Y | -46.5% | +96.9% | -143.4% | -55.6% |
| 3Y | +28.1% | +276.7% | -248.6% | -12.8% |
| 5Y | +36.1% | +1,157.0% | -1,120.9% | -36.9% |
| 10Y | +269.7% | +310.7% | -41.0% | +100.1% |
| All | +3,585.7% | +1,689.0% | +1,896.7% | +1,153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling