+2.0%
QCOM vs A
+23.5%
-21.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.2% |
| 7D | +5.8% | +4.8% | +1.0% | +3.8% |
| 30D | -2.3% | +5.6% | -7.9% | -4.1% |
| 3M | +2.7% | +23.6% | -20.9% | -5.7% |
| 6M | -21.0% | +56.4% | -77.4% | -35.0% |
| YTD | +1.8% | +33.4% | -31.6% | -9.6% |
| All | +2.0% | +23.5% | -21.5% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling