+243.1%
QCOM vs ALLE
+344.1%
-101.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +4.4% |
| 7D | -5.3% | +6.7% | -12.0% | -8.5% |
| 30D | -4.2% | +25.4% | -29.6% | -15.3% |
| 3M | +7.0% | +16.9% | -9.9% | -2.0% |
| 6M | +3.8% | +46.6% | -42.8% | -16.5% |
| YTD | +2.8% | +22.4% | -19.6% | -9.9% |
| 1Y | +2.3% | +17.7% | -15.4% | -8.5% |
| 3Y | +54.4% | +96.3% | -41.9% | +2.6% |
| 5Y | +23.7% | +57.4% | -33.7% | -8.4% |
| 10Y | +240.0% | +241.0% | -1.1% | +73.4% |
| All | +243.1% | +344.1% | -101.1% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling