+208.8%
QCOM vs ALLY
+101.5%
+107.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.3% | -8.1% | -9.0% |
| 7D | -15.5% | -1.1% | -14.3% | -14.9% |
| 30D | -13.4% | +4.2% | -17.6% | -14.6% |
| 3M | 0.0% | -12.4% | +12.5% | +5.3% |
| 6M | -15.2% | -8.7% | -6.5% | -12.4% |
| YTD | -6.9% | -11.6% | +4.7% | -2.9% |
| 1Y | -11.0% | +0.2% | -11.1% | -11.5% |
| 3Y | +39.8% | +57.1% | -17.3% | +14.8% |
| 5Y | +7.2% | -6.8% | +14.0% | +2.9% |
| 10Y | +207.7% | +200.4% | +7.3% | +82.4% |
| All | +208.8% | +101.5% | +107.3% | +102.5% |
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 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