-45.2%
FIX vs ALNY
-43.2%
-2.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -0.8% |
| 7D | +9.4% | +5.8% | +3.6% | +10.1% |
| 30D | -27.8% | -26.5% | -1.3% | -30.9% |
| 3M | -35.6% | -27.3% | -8.2% | -38.0% |
| 6M | -45.2% | -43.4% | -1.8% | -52.1% |
| All | -45.2% | -43.2% | -2.0% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling