+249.3%
QCOM vs ALC
+24.0%
+225.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.2% |
| 7D | +3.3% | -2.1% | +5.4% | +4.4% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | -30.1% | +5.9% | -35.9% | -32.7% |
| 6M | +22.8% | -15.9% | +38.8% | +32.7% |
| YTD | +0.2% | -10.1% | +10.3% | +4.0% |
| 1Y | +7.9% | -10.2% | +18.1% | +11.8% |
| 3Y | +55.8% | -13.6% | +69.4% | +61.4% |
| 5Y | +30.1% | -15.1% | +45.2% | +33.7% |
| All | +249.3% | +24.0% | +225.3% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling