+216.5%
QCOM vs ALB
+33.3%
+183.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +0.4% | +9.1% | -8.7% | -2.3% |
| 30D | -6.6% | -3.4% | -3.2% | -5.7% |
| 3M | +3.7% | -20.6% | +24.3% | +10.6% |
| 6M | -13.3% | -48.2% | +34.8% | +5.1% |
| YTD | -1.8% | -29.2% | +27.5% | +6.4% |
| 1Y | -2.5% | +10.0% | -12.5% | -8.2% |
| 3Y | +47.0% | -12.9% | +59.9% | +34.0% |
| 5Y | +13.1% | -61.3% | +74.4% | +28.8% |
| All | +216.5% | +33.3% | +183.1% | +118.5% |
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