+245.8%
QCOM vs ALB
+35.3%
+210.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.5% |
| 30D | +1.2% | -2.6% | +3.8% | +1.9% |
| 3M | +9.1% | -25.6% | +34.7% | +18.6% |
| 6M | -25.0% | -54.0% | +29.0% | -6.0% |
| YTD | +4.8% | -31.6% | +36.4% | +14.6% |
| 1Y | +3.6% | -6.6% | +10.2% | +2.6% |
| 3Y | +51.5% | -14.0% | +65.5% | +38.5% |
| 5Y | +19.7% | -62.5% | +82.3% | +37.6% |
| 10Y | +245.8% | +36.3% | +209.5% | +131.0% |
| All | +245.8% | +35.3% | +210.5% | +131.0% |
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