+3.6%
QCOM vs ALM
+14.6%
-11.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.7% |
| 7D | +2.0% | -7.2% | +9.1% | +3.4% |
| 30D | +1.2% | -26.4% | +27.6% | +6.7% |
| 3M | +9.1% | -38.6% | +47.7% | +17.1% |
| 6M | -25.0% | -61.0% | +36.0% | -15.2% |
| YTD | +4.8% | -7.4% | +12.2% | +13.9% |
| 1Y | +3.6% | +14.0% | -10.4% | +10.8% |
| All | +3.6% | +14.6% | -11.0% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling