+14.1%
QCOM vs ALK
-31.3%
+45.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.2% | -2.1% |
| 7D | +4.3% | -1.2% | +5.4% | +4.6% |
| 30D | -0.1% | +7.7% | -7.8% | -3.0% |
| 3M | +5.2% | -19.0% | +24.2% | +12.7% |
| 6M | -18.4% | -0.2% | -18.1% | -19.8% |
| YTD | +2.4% | -23.5% | +25.9% | +8.6% |
| 1Y | +0.9% | -9.1% | +10.0% | -0.2% |
| 3Y | +48.4% | +12.0% | +36.4% | +21.9% |
| All | +14.1% | -31.3% | +45.5% | +14.8% |
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