+7.2%
QCOM vs ALK
-33.9%
+41.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.2% | -8.3% |
| 7D | -15.5% | +7.1% | -22.5% | -17.5% |
| 30D | -13.4% | -3.0% | -10.4% | -12.7% |
| 3M | 0.0% | -25.6% | +25.7% | +10.4% |
| 6M | -15.2% | +0.5% | -15.7% | -17.0% |
| YTD | -6.9% | -23.1% | +16.1% | -1.4% |
| 1Y | -11.0% | -7.5% | -3.4% | -12.4% |
| 3Y | +39.8% | +15.3% | +24.4% | +13.3% |
| 5Y | +7.2% | -34.8% | +42.0% | +8.8% |
| All | +7.2% | -33.9% | +41.1% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling