+251.9%
QCOM vs ALLE
+208.6%
+43.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | +13.0% | +1.6% | +11.4% | +12.1% |
| 30D | +0.2% | +24.1% | -23.9% | -11.3% |
| 3M | +9.2% | +14.8% | -5.6% | +0.8% |
| 6M | -15.0% | +45.9% | -60.9% | -32.0% |
| YTD | +5.2% | +20.7% | -15.6% | -7.6% |
| 1Y | +2.4% | +14.2% | -11.8% | -7.2% |
| 3Y | +52.0% | +90.7% | -38.7% | 0.0% |
| 5Y | +19.7% | +50.6% | -30.8% | -10.8% |
| All | +251.9% | +208.6% | +43.4% | +83.6% |
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