+254.0%
QCOM vs A
+246.7%
+7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +3.3% | -1.9% | +5.3% | +4.5% |
| 30D | +7.7% | +6.9% | +0.8% | +3.5% |
| 3M | -30.1% | +9.2% | -39.3% | -33.9% |
| 6M | +22.8% | +25.7% | -2.8% | +6.0% |
| YTD | +0.2% | +11.5% | -11.3% | -7.4% |
| 1Y | +7.9% | +18.4% | -10.5% | -4.4% |
| 3Y | +55.8% | +26.6% | +29.2% | +28.1% |
| 5Y | +30.1% | -12.8% | +42.9% | +32.0% |
| All | +254.0% | +246.7% | +7.4% | +71.7% |
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