+334.2%
ALNY vs FTV
+87.0%
+247.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | +18.9% | -9.5% | +28.4% | +23.5% |
| 3M | -13.3% | -10.9% | -2.4% | -9.5% |
| 6M | -20.3% | -0.6% | -19.6% | -20.4% |
| YTD | -35.1% | +1.4% | -36.5% | -36.2% |
| 1Y | -46.5% | +17.6% | -64.1% | -50.7% |
| 3Y | +28.1% | -3.3% | +31.3% | +25.6% |
| 5Y | +36.1% | -0.1% | +36.2% | +29.0% |
| 10Y | +269.7% | +82.5% | +187.2% | +149.7% |
| All | +334.2% | +87.0% | +247.2% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling