+3.2%
QCOM vs ALAB
+25.0%
-21.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +5.5% | -7.5% | +13.0% | +6.7% |
| 30D | -1.1% | -36.8% | +35.7% | +6.4% |
| 3M | +7.6% | -31.9% | +39.4% | +13.7% |
| 6M | -20.1% | +8.2% | -28.3% | -17.3% |
| YTD | +3.0% | +29.9% | -26.9% | +4.5% |
| 1Y | +3.2% | +24.4% | -21.2% | +4.8% |
| All | +3.2% | +25.0% | -21.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling