+30.9%
QCOM vs ALLE
+13.7%
+17.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +7.7% | -6.8% | +14.5% | +11.9% |
| 3M | -30.1% | +21.0% | -51.1% | -37.9% |
| 6M | +22.8% | +1.1% | +21.7% | +20.8% |
| YTD | +0.2% | -0.5% | +0.7% | -1.6% |
| 1Y | +7.9% | -7.3% | +15.1% | +10.6% |
| 3Y | +55.8% | +42.3% | +13.6% | +17.3% |
| All | +30.9% | +13.7% | +17.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling