+11.2%
QCOM vs ALLY
-9.5%
+20.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.3% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | -6.6% | +3.1% | -9.7% | -7.8% |
| 3M | +3.7% | -12.6% | +16.3% | +10.4% |
| 6M | -13.3% | -12.4% | -0.9% | -8.2% |
| YTD | -1.8% | -13.2% | +11.4% | +4.1% |
| 1Y | -2.5% | +1.8% | -4.3% | -4.3% |
| 3Y | +47.0% | +58.0% | -11.0% | +13.2% |
| All | +11.2% | -9.5% | +20.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling