+216.5%
QCOM vs ALLY
+189.4%
+27.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.2% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | -6.6% | +3.1% | -9.7% | -7.6% |
| 3M | +3.7% | -12.6% | +16.3% | +9.2% |
| 6M | -13.3% | -12.4% | -0.9% | -9.1% |
| YTD | -1.8% | -13.2% | +11.4% | +3.1% |
| 1Y | -2.5% | +1.8% | -4.3% | -3.8% |
| 3Y | +47.0% | +58.0% | -11.0% | +20.7% |
| 5Y | +13.1% | -8.4% | +21.5% | +9.1% |
| All | +216.5% | +189.4% | +27.1% | +126.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling