+558.6%
QQQ vs ALNY
+260.0%
+298.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -0.6% | -6.5% | +6.0% | +0.2% |
| 30D | -1.2% | +11.0% | -12.3% | -2.6% |
| 3M | -0.2% | -14.1% | +13.9% | +0.6% |
| 6M | +17.9% | -22.4% | +40.3% | +20.2% |
| YTD | +16.6% | -37.5% | +54.1% | +22.0% |
| 1Y | +23.0% | -46.9% | +69.9% | +31.2% |
| 3Y | +92.9% | +22.1% | +70.9% | +80.4% |
| 5Y | +95.6% | +31.2% | +64.4% | +76.0% |
| All | +558.6% | +260.0% | +298.6% | +427.4% |
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