+47.0%
QCOM vs ALC
+2.3%
+44.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.2% |
| 7D | +0.4% | +4.9% | -4.5% | -1.2% |
| 30D | -6.6% | +19.0% | -25.6% | -12.0% |
| 3M | +3.7% | +7.8% | -4.1% | +0.8% |
| 6M | -13.3% | +14.6% | -27.9% | -18.3% |
| YTD | -1.8% | -4.4% | +2.7% | 0.0% |
| 1Y | -2.5% | +1.4% | -3.9% | -3.7% |
| 3Y | +47.0% | +2.5% | +44.5% | +51.5% |
| All | +47.0% | +2.3% | +44.7% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling