+242.8%
QCOM vs ALLE
+217.2%
+25.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +5.5% | +0.1% | +5.5% | +5.7% |
| 30D | -1.1% | +25.9% | -27.0% | -13.1% |
| 3M | +7.6% | +14.9% | -7.3% | -0.8% |
| 6M | -20.1% | +42.1% | -62.2% | -35.2% |
| YTD | +3.0% | +20.4% | -17.3% | -9.3% |
| 1Y | +3.2% | +14.9% | -11.6% | -6.7% |
| 3Y | +48.9% | +90.1% | -41.2% | -1.9% |
| 5Y | +21.1% | +53.0% | -31.9% | -10.6% |
| 10Y | +242.8% | +208.8% | +33.9% | +80.3% |
| All | +242.8% | +217.2% | +25.5% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling