+21,711.1%
QCOM vs ALB
+2,835.3%
+18,875.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.6% |
| 7D | +3.3% | -8.1% | +11.4% | +6.1% |
| 30D | +7.7% | +6.3% | +1.4% | +5.2% |
| 3M | -30.1% | -23.6% | -6.5% | -23.9% |
| 6M | +22.8% | -24.6% | +47.5% | +32.9% |
| YTD | +0.2% | -10.3% | +10.5% | +1.2% |
| 1Y | +7.9% | +61.5% | -53.6% | -12.4% |
| 3Y | +55.8% | -34.0% | +89.8% | +55.4% |
| 5Y | +30.1% | -44.6% | +74.7% | +31.3% |
| 10Y | +248.9% | +76.1% | +172.8% | +112.3% |
| All | +21,711.1% | +2,835.3% | +18,875.8% | +5,591.0% |
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 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