+2.3%
QCOM vs ALLY
+4.2%
-2.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.5% | +3.5% |
| 7D | -5.3% | +2.4% | -7.7% | -6.2% |
| 30D | -4.2% | +5.6% | -9.8% | -6.4% |
| 3M | +7.0% | -11.7% | +18.8% | +12.8% |
| 6M | +3.8% | -7.0% | +10.8% | +6.5% |
| YTD | +2.8% | -10.4% | +13.3% | +9.3% |
| 1Y | +2.3% | +2.4% | -0.1% | -1.5% |
| All | +2.3% | +4.2% | -2.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling