-80.9%
FIG vs ALNY
-26.3%
-54.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.2% |
| 7D | -14.5% | -3.5% | -10.9% | -14.2% |
| 30D | -13.3% | +18.9% | -32.2% | -14.8% |
| 3M | +7.4% | -13.3% | +20.8% | +6.8% |
| 6M | -27.8% | -20.3% | -7.5% | -28.4% |
| YTD | -41.1% | -35.1% | -6.0% | -43.6% |
| 1Y | -58.7% | -46.5% | -12.2% | -63.4% |
| All | -80.9% | -26.3% | -54.7% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling