+251.9%
QCOM vs A
+300.7%
-48.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.6% |
| 7D | +13.0% | +0.7% | +12.3% | +12.6% |
| 30D | +0.2% | +0.8% | -0.7% | 0.0% |
| 3M | +9.2% | +16.9% | -7.7% | -0.2% |
| 6M | -15.0% | +53.8% | -68.8% | -34.6% |
| YTD | +5.2% | +28.1% | -22.9% | -10.2% |
| 1Y | +2.4% | +15.0% | -12.7% | -7.0% |
| 3Y | +52.0% | +63.1% | -11.1% | +7.6% |
| 5Y | +19.7% | +11.5% | +8.3% | +5.5% |
| All | +251.9% | +300.7% | -48.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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