+146.0%
QLD vs ALNY
+1.9%
+144.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.8% | -3.3% |
| 7D | +7.0% | +5.8% | +1.2% | +6.0% |
| 30D | -14.3% | -26.5% | +12.2% | -10.9% |
| 3M | -16.0% | -27.3% | +11.3% | -12.7% |
| 6M | -14.2% | -43.4% | +29.1% | -8.9% |
| YTD | +12.8% | -58.5% | +71.3% | +27.5% |
| 1Y | +14.1% | -63.6% | +77.7% | +32.6% |
| 3Y | +146.0% | 0.0% | +145.9% | +146.6% |
| All | +146.0% | +1.9% | +144.1% | +146.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling