-41.3%
ALNY vs QSR
+33.2%
-74.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.2% | +2.4% | +9.8% | +11.5% |
| 30D | +16.3% | +7.6% | +8.7% | +14.0% |
| 3M | -12.4% | +12.6% | -25.0% | -14.4% |
| 6M | -18.7% | +14.4% | -33.1% | -20.2% |
| YTD | -33.1% | +19.6% | -52.7% | -34.4% |
| 1Y | -41.3% | +33.9% | -75.2% | -40.7% |
| All | -41.3% | +33.2% | -74.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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