+239.9%
QCOM vs A
+311.0%
-71.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.9% |
| 7D | +5.5% | +1.4% | +4.2% | +4.9% |
| 30D | -1.1% | +4.3% | -5.4% | -3.1% |
| 3M | +7.6% | +19.8% | -12.2% | -3.0% |
| 6M | -20.1% | +54.4% | -74.4% | -38.8% |
| YTD | +3.0% | +31.7% | -28.7% | -13.4% |
| 1Y | +3.2% | +22.4% | -19.2% | -9.6% |
| 3Y | +48.9% | +67.7% | -18.8% | +3.7% |
| 5Y | +21.1% | +15.7% | +5.3% | +4.4% |
| All | +239.9% | +311.0% | -71.1% | +43.0% |
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