-62.0%
ALNY vs QSR
+23.8%
-85.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.7% | -1.7% |
| 7D | -30.7% | +5.2% | -35.9% | -32.1% |
| 30D | -26.7% | +12.2% | -38.9% | -30.1% |
| 3M | -26.4% | +7.0% | -33.5% | -28.5% |
| 6M | -45.9% | -0.3% | -45.6% | -46.5% |
| YTD | -59.5% | +18.0% | -77.5% | -61.2% |
| 1Y | -62.0% | +22.6% | -84.6% | -62.2% |
| All | -62.0% | +23.8% | -85.8% | -62.2% |
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