+30.9%
QCOM vs ALB
-44.4%
+75.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.4% |
| 7D | +3.3% | -8.1% | +11.4% | +5.7% |
| 30D | +7.7% | +6.3% | +1.4% | +5.5% |
| 3M | -30.1% | -23.6% | -6.5% | -24.8% |
| 6M | +22.8% | -24.6% | +47.5% | +31.7% |
| YTD | +0.2% | -10.3% | +10.5% | +1.3% |
| 1Y | +7.9% | +61.5% | -53.6% | -9.9% |
| 3Y | +55.8% | -34.0% | +89.8% | +59.9% |
| All | +30.9% | -44.4% | +75.3% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling