+54.3%
QCOM vs ALHC
+136.3%
-82.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | +7.7% | -1.0% | +8.7% | +7.7% |
| 3M | -30.1% | -10.2% | -19.9% | -30.1% |
| 6M | +22.8% | -28.3% | +51.1% | +23.1% |
| YTD | +0.2% | -31.4% | +31.6% | +0.5% |
| 1Y | +7.9% | -16.9% | +24.8% | +8.0% |
| All | +54.3% | +136.3% | -82.0% | +47.8% |
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