+43.8%
QLD vs ALNY
-40.8%
+84.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.6% | +12.2% | -11.7% | +0.5% |
| 30D | -0.1% | +16.3% | -16.5% | -0.2% |
| 3M | -8.4% | -12.4% | +4.0% | -7.9% |
| 6M | +32.2% | -18.7% | +50.9% | +34.8% |
| YTD | +28.9% | -33.1% | +62.0% | +36.3% |
| 1Y | +43.8% | -41.3% | +85.2% | +57.9% |
| All | +43.8% | -40.8% | +84.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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