+1,520.2%
QLD vs ALNY
+252.4%
+1,267.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +3.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | -15.7% | -29.6% | +13.9% | -8.4% |
| 3M | -10.0% | -27.7% | +17.7% | -3.4% |
| 6M | -11.2% | -43.9% | +32.7% | -0.7% |
| YTD | +16.4% | -59.8% | +76.2% | +42.5% |
| 1Y | +12.7% | -64.6% | +77.3% | +43.0% |
| 3Y | +152.3% | -1.3% | +153.6% | +125.2% |
| 5Y | +91.8% | -7.6% | +99.4% | +67.4% |
| 10Y | +1,520.2% | +243.5% | +1,276.8% | +1,009.2% |
| All | +1,520.2% | +252.4% | +1,267.8% | +1,009.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling