+232.4%
QCOM vs ALLY
+124.8%
+107.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +3.7% | -0.3% | +1.9% |
| 30D | +7.7% | -2.3% | +10.0% | +8.6% |
| 3M | -30.1% | +3.8% | -33.9% | -31.1% |
| 6M | +22.8% | +9.7% | +13.1% | +17.9% |
| YTD | +0.2% | -1.4% | +1.6% | +0.1% |
| 1Y | +7.9% | +8.2% | -0.4% | +3.7% |
| 3Y | +55.8% | +66.5% | -10.7% | +24.8% |
| 5Y | +30.1% | +1.2% | +28.9% | +20.3% |
| 10Y | +248.9% | +191.4% | +57.5% | +108.9% |
| All | +232.4% | +124.8% | +107.6% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling