+19.7%
QCOM vs ALC
-10.6%
+30.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +2.7% |
| 7D | +2.0% | -6.3% | +8.2% | +5.0% |
| 30D | +1.2% | +12.6% | -11.4% | -4.6% |
| 3M | +9.1% | -3.8% | +13.0% | +10.6% |
| 6M | -25.0% | +16.8% | -41.8% | -31.8% |
| YTD | +4.8% | -7.6% | +12.4% | +7.2% |
| 1Y | +3.6% | -5.9% | +9.5% | +4.6% |
| 3Y | +51.5% | +0.6% | +50.9% | +42.8% |
| 5Y | +19.7% | -9.5% | +29.2% | +21.0% |
| All | +19.7% | -10.6% | +30.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling