+39.3%
QCOM vs ALK
+15.2%
+24.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.2% | -8.5% |
| 7D | -15.5% | +7.1% | -22.5% | -17.1% |
| 30D | -13.4% | -3.0% | -10.4% | -12.8% |
| 3M | 0.0% | -25.6% | +25.7% | +8.5% |
| 6M | -15.2% | +0.5% | -15.7% | -16.5% |
| YTD | -6.9% | -23.1% | +16.1% | -2.3% |
| 1Y | -11.0% | -7.5% | -3.4% | -11.9% |
| All | +39.3% | +15.2% | +24.0% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling