+236.1%
ALNY vs FTV
+80.7%
+155.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.3% |
| 7D | -6.5% | -4.0% | -2.6% | -5.0% |
| 30D | +11.0% | -11.0% | +22.1% | +16.1% |
| 3M | -14.1% | -8.4% | -5.7% | -11.2% |
| 6M | -22.4% | -2.6% | -19.8% | -21.9% |
| YTD | -37.5% | -0.6% | -36.8% | -38.0% |
| 1Y | -46.9% | +11.0% | -57.9% | -49.9% |
| 3Y | +22.1% | -6.3% | +28.4% | +21.3% |
| 5Y | +31.2% | -1.5% | +32.7% | +25.0% |
| All | +236.1% | +80.7% | +155.4% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling