+307.5%
QCOM vs ALM
+3,525.2%
-3,217.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.5% | +1.8% |
| 7D | +2.0% | -7.2% | +9.1% | +2.0% |
| 30D | +1.2% | -26.4% | +27.6% | +1.3% |
| 3M | +9.1% | -38.6% | +47.7% | +9.3% |
| 6M | -25.0% | -61.0% | +36.0% | -24.8% |
| YTD | +4.8% | -7.4% | +12.2% | +4.9% |
| 1Y | +3.6% | +14.0% | -10.4% | +3.7% |
| 3Y | +51.5% | +844.4% | -793.0% | +51.3% |
| 5Y | +19.7% | +410.8% | -391.1% | +19.6% |
| 10Y | +245.8% | +2,084.7% | -1,838.9% | +246.3% |
| All | +307.5% | +3,525.2% | -3,217.7% | +311.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling