-1.5%
QCOM vs ALAB
+241.5%
-243.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -19.6% | +10.1% | -6.1% |
| 7D | -15.5% | -38.2% | +22.7% | -8.4% |
| 30D | -13.4% | -54.0% | +40.5% | -1.9% |
| 3M | 0.0% | -43.6% | +43.7% | +9.1% |
| 6M | -15.2% | -16.8% | +1.6% | -13.2% |
| YTD | -6.9% | +7.9% | -14.8% | -10.0% |
| 1Y | -11.0% | -1.4% | -9.6% | -13.5% |
| All | -1.5% | +241.5% | -243.0% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling