+216.5%
QCOM vs ALK
-41.7%
+258.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +0.4% | +9.0% | -8.7% | -2.4% |
| 30D | -6.6% | -1.6% | -5.0% | -6.3% |
| 3M | +3.7% | -23.2% | +26.9% | +11.9% |
| 6M | -13.3% | -3.9% | -9.4% | -13.6% |
| YTD | -1.8% | -22.6% | +20.8% | +3.2% |
| 1Y | -2.5% | -5.3% | +2.8% | -4.1% |
| 3Y | +47.0% | +18.6% | +28.4% | +28.3% |
| 5Y | +13.1% | -34.4% | +47.5% | +16.5% |
| All | +216.5% | -41.7% | +258.2% | +215.2% |
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