+242.6%
QCOM vs ALM
+2,100.8%
-1,858.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.4% | -3.1% |
| 7D | +4.3% | +1.2% | +3.0% | +4.1% |
| 30D | -0.1% | -19.3% | +19.2% | +1.1% |
| 3M | +5.2% | -40.6% | +45.9% | +8.0% |
| 6M | -18.4% | -57.9% | +39.6% | -14.9% |
| YTD | +2.4% | -6.7% | +9.1% | +2.9% |
| 1Y | +0.9% | +20.2% | -19.3% | +0.2% |
| 3Y | +48.4% | +879.4% | -831.1% | +33.1% |
| 5Y | +16.6% | +415.3% | -398.7% | +5.5% |
| All | +242.6% | +2,100.8% | -1,858.2% | +192.8% |
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