+234.2%
QCOM vs ALLE
+260.9%
-26.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +7.7% | -6.8% | +14.5% | +11.7% |
| 3M | -30.1% | +21.0% | -51.1% | -37.4% |
| 6M | +22.8% | +1.1% | +21.7% | +20.6% |
| YTD | +0.2% | -0.5% | +0.7% | -1.6% |
| 1Y | +7.9% | -7.3% | +15.1% | +10.0% |
| 3Y | +55.8% | +42.3% | +13.6% | +23.4% |
| 5Y | +30.1% | +13.5% | +16.6% | +14.5% |
| 10Y | +248.9% | +144.0% | +104.9% | +110.0% |
| All | +234.2% | +260.9% | -26.6% | +78.0% |
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