+184.2%
QLD vs ALNY
+29.2%
+155.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.2% |
| 7D | +3.0% | +5.7% | -2.7% | +2.1% |
| 30D | -1.8% | +18.7% | -20.5% | -4.4% |
| 3M | -1.8% | -11.0% | +9.2% | -1.5% |
| 6M | +36.9% | -18.9% | +55.8% | +39.6% |
| YTD | +28.7% | -34.6% | +63.3% | +37.0% |
| 1Y | +41.9% | -42.8% | +84.7% | +55.0% |
| 3Y | +184.2% | +29.1% | +155.1% | +158.6% |
| All | +184.2% | +29.2% | +155.0% | +158.6% |
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