+2.0%
QCOM vs ALHC
-55.2%
+57.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.7% |
| 7D | +5.8% | +3.9% | +1.9% | +5.9% |
| 30D | -2.3% | -3.6% | +1.3% | -2.0% |
| 3M | +2.7% | -49.4% | +52.1% | +1.5% |
| 6M | -21.0% | -59.5% | +38.4% | -21.4% |
| YTD | +1.8% | -63.2% | +65.0% | +1.8% |
| All | +2.0% | -55.2% | +57.2% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling