-79.9%
FIG vs ALNY
-28.9%
-51.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | -3.8% | -6.5% | +2.7% | -3.3% |
| 30D | -2.3% | +11.0% | -13.4% | -3.4% |
| 3M | +20.0% | -14.1% | +34.0% | +19.8% |
| 6M | -16.7% | -22.4% | +5.7% | -17.1% |
| YTD | -37.9% | -37.5% | -0.5% | -40.4% |
| 1Y | -58.5% | -46.9% | -11.6% | -62.1% |
| All | -79.9% | -28.9% | -51.0% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 3y: compounded portfolio wealth divided by compounded ALNY 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…
3y analysis · Full analysis span regression · 6 months rolling