+236.1%
ALNY vs QSR
+135.2%
+100.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -6.5% | -4.0% | -2.5% | -5.5% |
| 30D | +11.0% | +2.8% | +8.3% | +10.2% |
| 3M | -14.1% | +5.1% | -19.2% | -15.1% |
| 6M | -22.4% | +8.8% | -31.2% | -24.2% |
| YTD | -37.5% | +14.8% | -52.3% | -39.8% |
| 1Y | -46.9% | +25.7% | -72.7% | -50.3% |
| 3Y | +22.1% | +27.5% | -5.5% | +13.0% |
| 5Y | +31.2% | +41.3% | -10.1% | +17.1% |
| All | +236.1% | +135.2% | +100.9% | +203.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling