-2.5%
QCOM vs ALHC
-56.7%
+54.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.9% | +8.4% | +5.6% |
| 7D | +0.4% | +1.0% | -0.6% | +0.5% |
| 30D | -6.6% | -14.2% | +7.5% | -6.5% |
| 3M | +3.7% | -45.1% | +48.8% | +2.6% |
| 6M | -13.3% | -59.5% | +46.2% | -13.7% |
| YTD | -1.8% | -62.8% | +61.1% | -1.9% |
| 1Y | -2.5% | -55.5% | +53.0% | -6.2% |
| All | -2.5% | -56.7% | +54.2% | -6.2% |
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