+251.9%
QCOM vs ALB
+34.2%
+217.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +13.0% | -3.6% | +16.6% | +14.2% |
| 30D | +0.2% | -2.9% | +3.0% | +0.9% |
| 3M | +9.2% | -25.8% | +35.1% | +18.8% |
| 6M | -15.0% | -53.6% | +38.6% | +6.2% |
| YTD | +5.2% | -32.4% | +37.6% | +15.4% |
| 1Y | +2.4% | -13.0% | +15.4% | +3.6% |
| 3Y | +52.0% | -15.0% | +67.0% | +39.4% |
| 5Y | +19.7% | -63.5% | +83.3% | +38.8% |
| All | +251.9% | +34.2% | +217.7% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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