+1,627.6%
QLD vs ALNY
+258.3%
+1,369.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.2% |
| 7D | -2.6% | -6.4% | +3.8% | -1.0% |
| 30D | -3.3% | +11.9% | -15.1% | -6.1% |
| 3M | +1.8% | -15.0% | +16.8% | +3.3% |
| 6M | +29.7% | -23.2% | +53.0% | +34.6% |
| YTD | +25.1% | -37.8% | +62.9% | +36.7% |
| 1Y | +37.1% | -47.3% | +84.4% | +56.0% |
| 3Y | +176.3% | +22.9% | +153.5% | +141.3% |
| 5Y | +121.0% | +30.6% | +90.4% | +82.5% |
| All | +1,627.6% | +258.3% | +1,369.3% | +1,060.0% |
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