+216.5%
QCOM vs ALLE
+222.4%
-6.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.5% | +6.0% |
| 7D | +0.4% | -0.6% | +0.9% | +0.7% |
| 30D | -6.6% | +25.3% | -32.0% | -17.7% |
| 3M | +3.7% | +10.3% | -6.6% | -2.2% |
| 6M | -13.3% | +38.0% | -51.4% | -28.6% |
| YTD | -1.8% | +17.8% | -19.6% | -12.5% |
| 1Y | -2.5% | +13.6% | -16.1% | -11.4% |
| 3Y | +47.0% | +89.2% | -42.2% | -2.8% |
| 5Y | +13.1% | +51.1% | -37.9% | -15.8% |
| All | +216.5% | +222.4% | -6.0% | +66.1% |
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