+289.4%
QCOM vs ALM
+7,705.7%
-7,416.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +3.3% | -2.6% | +5.9% | +3.3% |
| 30D | +7.7% | +32.0% | -24.3% | +7.6% |
| 3M | -30.1% | -15.0% | -15.0% | -30.1% |
| 6M | +22.8% | -10.1% | +33.0% | +22.8% |
| YTD | +0.2% | +99.4% | -99.2% | +0.1% |
| 1Y | +7.9% | +316.4% | -308.5% | +7.6% |
| 3Y | +55.8% | +2,022.0% | -1,966.2% | +55.3% |
| 5Y | +30.1% | +941.2% | -911.1% | +29.7% |
| 10Y | +248.9% | +2,950.3% | -2,701.5% | +248.5% |
| All | +289.4% | +7,705.7% | -7,416.3% | +292.4% |
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