+2.0%
QCOM vs ALC
+2.0%
0.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +5.8% | +2.1% | +3.7% | +5.6% |
| 30D | -2.3% | +17.2% | -19.5% | -3.0% |
| 3M | +2.7% | +4.6% | -1.9% | +2.7% |
| 6M | -21.0% | +20.1% | -41.1% | -22.3% |
| YTD | +1.8% | -4.2% | +6.0% | +7.5% |
| All | +2.0% | +2.0% | 0.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling