+75.9%
ALNY vs QS
-47.4%
+123.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -6.4% | -5.0% | -1.5% | -6.2% |
| 30D | +11.9% | -18.3% | +30.2% | +13.2% |
| 3M | -15.0% | -26.0% | +11.0% | -13.9% |
| 6M | -23.2% | -24.0% | +0.8% | -22.6% |
| YTD | -37.8% | -50.3% | +12.5% | -35.8% |
| 1Y | -47.3% | -38.0% | -9.3% | -46.7% |
| 3Y | +22.9% | -24.6% | +47.5% | +16.8% |
| 5Y | +30.6% | -75.4% | +106.0% | +26.6% |
| All | +75.9% | -47.4% | +123.3% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling