+3.6%
QCOM vs ALK
-3.2%
+6.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +2.0% | +2.6% | -0.6% | +1.2% |
| 30D | +1.2% | +7.8% | -6.6% | -1.0% |
| 3M | +9.1% | -15.2% | +24.4% | +13.8% |
| 6M | -25.0% | +5.0% | -30.0% | -26.8% |
| YTD | +4.8% | -18.4% | +23.3% | +6.8% |
| 1Y | +3.6% | -2.4% | +6.0% | -3.6% |
| All | +3.6% | -3.2% | +6.8% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling