+39.3%
QCOM vs ALHC
+25.6%
+13.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.1% | -2.4% | -9.4% |
| 7D | -15.5% | -6.2% | -9.3% | -15.4% |
| 30D | -13.4% | -9.7% | -3.7% | -13.4% |
| 3M | 0.0% | -44.7% | +44.8% | -0.3% |
| 6M | -15.2% | -58.7% | +43.5% | -15.4% |
| YTD | -6.9% | -61.7% | +54.8% | -7.0% |
| 1Y | -11.0% | -55.7% | +44.7% | -11.1% |
| All | +39.3% | +25.6% | +13.7% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling