+22.1%
ALNY vs QID
-73.7%
+95.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.1% |
| 7D | -6.5% | +1.3% | -7.8% | -6.3% |
| 30D | +11.0% | +2.9% | +8.1% | +11.7% |
| 3M | -14.1% | -0.7% | -13.3% | -13.8% |
| 6M | -22.4% | -29.7% | +7.3% | -28.7% |
| YTD | -37.5% | -27.9% | -9.6% | -42.0% |
| 1Y | -46.9% | -34.6% | -12.4% | -51.8% |
| 3Y | +22.1% | -73.5% | +95.6% | -12.5% |
| All | +22.1% | -73.7% | +95.8% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling