+20,161.2%
QCOM vs ALB
+2,194.2%
+17,967.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.6% | -13.1% | -10.7% |
| 7D | -15.5% | +5.5% | -20.9% | -16.9% |
| 30D | -13.4% | -7.5% | -5.9% | -11.3% |
| 3M | 0.0% | -16.9% | +17.0% | +5.7% |
| 6M | -15.2% | -49.2% | +34.0% | +5.3% |
| YTD | -6.9% | -29.9% | +22.9% | +1.7% |
| 1Y | -11.0% | +8.2% | -19.2% | -16.3% |
| 3Y | +39.8% | -19.4% | +59.2% | +30.0% |
| 5Y | +7.2% | -61.6% | +68.8% | +22.3% |
| 10Y | +207.7% | +34.6% | +173.1% | +104.5% |
| All | +20,161.2% | +2,194.2% | +17,967.0% | +5,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling