+218.1%
ALNY vs USFR
+27.6%
+190.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | +11.9% | +0.3% | +11.6% | +12.0% |
| 3M | -15.0% | +1.0% | -16.0% | -14.7% |
| 6M | -23.2% | +1.9% | -25.1% | -22.8% |
| YTD | -37.8% | +2.7% | -40.4% | -37.2% |
| 1Y | -47.3% | +4.0% | -51.3% | -46.6% |
| 3Y | +22.9% | +14.1% | +8.8% | +27.6% |
| 5Y | +30.6% | +20.5% | +10.1% | +37.4% |
| 10Y | +254.6% | +28.0% | +226.6% | +281.2% |
| All | +218.1% | +27.6% | +190.4% | +257.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling