+242.8%
QCOM vs ALLY
+182.8%
+60.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.1% |
| 7D | +5.5% | -0.7% | +6.2% | +5.8% |
| 30D | -1.1% | +1.1% | -2.3% | -1.4% |
| 3M | +7.6% | -13.2% | +20.8% | +13.6% |
| 6M | -20.1% | -13.5% | -6.6% | -15.8% |
| YTD | +3.0% | -14.3% | +17.3% | +8.7% |
| 1Y | +3.2% | -1.1% | +4.4% | +3.1% |
| 3Y | +48.9% | +62.0% | -13.1% | +21.0% |
| 5Y | +21.1% | -9.6% | +30.7% | +17.3% |
| 10Y | +242.8% | +176.0% | +66.8% | +138.3% |
| All | +242.8% | +182.8% | +60.0% | +138.3% |
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