+236.1%
ALNY vs QID
-99.2%
+335.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | -0.2% |
| 7D | -6.5% | +1.3% | -7.8% | -6.1% |
| 30D | +11.0% | +2.9% | +8.1% | +12.3% |
| 3M | -14.1% | -0.7% | -13.3% | -14.4% |
| 6M | -22.4% | -29.7% | +7.3% | -31.6% |
| YTD | -37.5% | -27.9% | -9.6% | -44.1% |
| 1Y | -46.9% | -34.6% | -12.4% | -54.0% |
| 3Y | +22.1% | -73.5% | +95.6% | -19.4% |
| 5Y | +31.2% | -81.0% | +112.2% | -12.3% |
| All | +236.1% | -99.2% | +335.3% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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