+1,845.8%
ALNY vs QID
-100.0%
+1,945.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -3.0% |
| 7D | -6.4% | +2.7% | -9.2% | -5.2% |
| 30D | +11.9% | +3.3% | +8.6% | +13.8% |
| 3M | -15.0% | -5.5% | -9.5% | -17.7% |
| 6M | -23.2% | -28.4% | +5.2% | -34.5% |
| YTD | -37.8% | -26.6% | -11.2% | -46.0% |
| 1Y | -47.3% | -34.1% | -13.1% | -56.3% |
| 3Y | +22.9% | -73.7% | +96.6% | -29.4% |
| 5Y | +30.6% | -80.7% | +111.2% | -23.5% |
| 10Y | +254.6% | -99.1% | +353.8% | -50.3% |
| All | +1,845.8% | -100.0% | +1,945.8% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling