+251.9%
QCOM vs ALK
-45.1%
+297.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | +1.8% |
| 7D | +13.0% | +0.9% | +12.1% | +12.6% |
| 30D | +0.2% | +3.3% | -3.1% | -1.1% |
| 3M | +9.2% | -17.6% | +26.8% | +15.3% |
| 6M | -15.0% | +0.8% | -15.8% | -16.5% |
| YTD | +5.2% | -22.4% | +27.5% | +10.4% |
| 1Y | +2.4% | -10.1% | +12.4% | +2.3% |
| 3Y | +52.0% | +14.0% | +38.0% | +34.1% |
| 5Y | +19.7% | -29.8% | +49.6% | +21.0% |
| All | +251.9% | -45.1% | +297.0% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling