+242.8%
QCOM vs ALK
-39.7%
+282.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +5.5% | +12.9% | -7.4% | +1.7% |
| 30D | -1.1% | +5.5% | -6.7% | -3.0% |
| 3M | +7.6% | -12.1% | +19.7% | +11.4% |
| 6M | -20.1% | +1.7% | -21.8% | -21.7% |
| YTD | +3.0% | -17.4% | +20.5% | +6.1% |
| 1Y | +3.2% | -1.9% | +5.2% | +0.5% |
| 3Y | +48.9% | +21.2% | +27.6% | +29.0% |
| 5Y | +21.1% | -27.8% | +48.9% | +21.2% |
| 10Y | +242.8% | -41.0% | +283.8% | +227.0% |
| All | +242.8% | -39.7% | +282.5% | +227.0% |
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