+76.7%
ALNY vs QS
-46.4%
+123.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.5% | +0.4% |
| 7D | -6.5% | -3.6% | -2.9% | -6.4% |
| 30D | +11.0% | -17.2% | +28.3% | +12.2% |
| 3M | -14.1% | -27.0% | +12.9% | -12.9% |
| 6M | -22.4% | -24.6% | +2.2% | -21.7% |
| YTD | -37.5% | -49.3% | +11.9% | -35.5% |
| 1Y | -46.9% | -40.3% | -6.6% | -46.3% |
| 3Y | +22.1% | -23.8% | +45.9% | +16.0% |
| 5Y | +31.2% | -75.0% | +106.1% | +27.0% |
| All | +76.7% | -46.4% | +123.1% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling