+7.9%
QCOM vs ALLE
-5.8%
+13.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +3.3% | -0.2% | +3.6% | +3.3% |
| 30D | +7.7% | -6.8% | +14.5% | +9.2% |
| 3M | -30.1% | +21.0% | -51.1% | -32.9% |
| 6M | +22.8% | +1.1% | +21.7% | +22.9% |
| YTD | +0.2% | -0.5% | +0.7% | -3.2% |
| 1Y | +7.9% | -7.3% | +15.1% | +9.8% |
| All | +7.9% | -5.8% | +13.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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