+261.8%
QCOM vs ALM
+3,431.9%
-3,170.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.6% | +0.1% | -9.5% |
| 7D | -15.5% | -14.5% | -0.9% | -15.4% |
| 30D | -13.4% | -39.0% | +25.6% | -13.3% |
| 3M | 0.0% | -40.3% | +40.3% | +0.2% |
| 6M | -15.2% | -60.3% | +45.1% | -15.0% |
| YTD | -6.9% | -9.8% | +2.8% | -6.8% |
| 1Y | -11.0% | +30.8% | -41.7% | -10.9% |
| 3Y | +39.8% | +772.4% | -732.7% | +39.6% |
| 5Y | +7.2% | +390.7% | -383.5% | +7.1% |
| 10Y | +207.7% | +2,028.5% | -1,820.8% | +208.1% |
| All | +261.8% | +3,431.9% | -3,170.1% | +265.2% |
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