+0.9%
QCOM vs ALHC
-55.7%
+56.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.8% | -2.6% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | -0.1% | -10.6% | +10.5% | +0.1% |
| 3M | +5.2% | -45.3% | +50.5% | +4.0% |
| 6M | -18.4% | -59.7% | +41.4% | -19.1% |
| YTD | +2.4% | -62.7% | +65.1% | +2.3% |
| 1Y | +0.9% | -56.1% | +57.0% | -1.3% |
| All | +0.9% | -55.7% | +56.6% | -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