+2.0%
QCOM vs ALAB
+25.4%
-23.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.7% | -10.1% | +1.1% |
| 7D | +5.8% | -5.6% | +11.4% | +6.5% |
| 30D | -2.3% | -36.6% | +34.3% | +5.1% |
| 3M | +2.7% | -35.1% | +37.8% | +9.4% |
| 6M | -21.0% | +8.5% | -29.6% | -18.4% |
| YTD | +1.8% | +30.4% | -28.5% | +3.2% |
| All | +2.0% | +25.4% | -23.3% | +3.4% |
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