-41.3%
ALNY vs QS
-28.5%
-12.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.6% |
| 7D | +12.2% | -2.3% | +14.6% | +12.3% |
| 30D | +16.3% | -0.7% | +17.1% | +16.3% |
| 3M | -12.4% | -39.6% | +27.3% | -9.9% |
| 6M | -18.7% | -21.7% | +3.0% | -18.4% |
| YTD | -33.1% | -47.4% | +14.3% | -31.5% |
| 1Y | -41.3% | -28.4% | -13.0% | -37.3% |
| All | -41.3% | -28.5% | -12.9% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling