+236.1%
ALNY vs USFR
+28.1%
+208.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | +0.4% | +10.7% | +10.8% |
| 3M | -14.1% | +1.0% | -15.1% | -14.6% |
| 6M | -22.4% | +2.0% | -24.4% | -23.4% |
| YTD | -37.5% | +2.8% | -40.2% | -38.7% |
| 1Y | -46.9% | +4.1% | -51.0% | -48.5% |
| 3Y | +22.1% | +14.1% | +7.9% | +9.2% |
| 5Y | +31.2% | +20.6% | +10.6% | +9.9% |
| All | +236.1% | +28.1% | +208.0% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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