+263.7%
QCOM vs ALM
+3,219.4%
-2,955.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.8% | -5.7% | +2.7% |
| 7D | +5.1% | +8.4% | -3.4% | +4.6% |
| 30D | +4.3% | +34.8% | -30.6% | +2.5% |
| 3M | -19.6% | +16.2% | -35.9% | -20.5% |
| 6M | +29.5% | +2.1% | +27.3% | +28.4% |
| YTD | +3.4% | +117.0% | -113.7% | -0.6% |
| 1Y | +10.9% | +313.9% | -302.9% | +3.5% |
| 3Y | +74.8% | +2,327.9% | -2,253.2% | +49.9% |
| 5Y | +36.2% | +1,040.6% | -1,004.5% | +18.7% |
| 10Y | +263.7% | +3,219.4% | -2,955.7% | +190.3% |
| All | +263.7% | +3,219.4% | -2,955.7% | +190.3% |
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