+48.9%
QCOM vs ALC
+3.6%
+45.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.7% |
| 7D | +5.5% | +2.3% | +3.2% | +4.7% |
| 30D | -1.1% | +15.5% | -16.6% | -5.9% |
| 3M | +7.6% | +0.6% | +7.0% | +7.2% |
| 6M | -20.1% | +18.4% | -38.5% | -25.7% |
| YTD | +3.0% | -5.6% | +8.6% | +5.3% |
| 1Y | +3.2% | 0.0% | +3.2% | +2.4% |
| 3Y | +48.9% | +2.8% | +46.1% | +54.0% |
| All | +48.9% | +3.6% | +45.3% | +54.0% |
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