+242.8%
QCOM vs ALM
+2,040.7%
-1,797.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.2% | +8.4% | +1.6% |
| 7D | +5.5% | -6.3% | +11.9% | +6.0% |
| 30D | -1.1% | -31.4% | +30.3% | +1.0% |
| 3M | +7.6% | -40.6% | +48.2% | +10.5% |
| 6M | -20.1% | -58.6% | +38.6% | -16.7% |
| YTD | +3.0% | -7.6% | +10.6% | +3.6% |
| 1Y | +3.2% | +13.8% | -10.6% | +2.8% |
| 3Y | +48.9% | +842.1% | -793.3% | +33.7% |
| 5Y | +21.1% | +407.4% | -386.3% | +9.7% |
| 10Y | +242.8% | +2,079.4% | -1,836.6% | +193.1% |
| All | +242.8% | +2,040.7% | -1,797.9% | +193.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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