+40.0%
QCOM vs ALHC
-61.5%
+101.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +5.8% |
| 7D | +0.4% | +1.0% | -0.6% | +0.3% |
| 30D | -6.6% | -14.2% | +7.5% | -5.6% |
| 3M | +3.7% | -45.1% | +48.8% | +7.8% |
| 6M | -13.3% | -59.5% | +46.2% | -8.7% |
| YTD | -1.8% | -62.8% | +61.1% | +3.8% |
| 1Y | -2.5% | -55.5% | +53.0% | +1.2% |
| 3Y | +47.0% | +25.7% | +21.3% | +29.4% |
| 5Y | +13.1% | -66.8% | +79.9% | +10.2% |
| All | +40.0% | -61.5% | +101.5% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling