+30.9%
QCOM vs ALHC
-33.5%
+64.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.4% |
| 30D | +7.7% | -1.0% | +8.7% | +7.7% |
| 3M | -30.1% | -10.2% | -19.9% | -30.3% |
| 6M | +22.8% | -28.3% | +51.1% | +24.4% |
| YTD | +0.2% | -31.4% | +31.6% | +1.7% |
| 1Y | +7.9% | -16.9% | +24.8% | +7.4% |
| 3Y | +55.8% | +135.5% | -79.7% | +29.7% |
| All | +30.9% | -33.5% | +64.4% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling