+48.9%
QCOM vs A
+68.9%
-20.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.8% |
| 7D | +5.5% | +1.4% | +4.2% | +5.0% |
| 30D | -1.1% | +4.3% | -5.4% | -2.7% |
| 3M | +7.6% | +19.8% | -12.2% | -1.0% |
| 6M | -20.1% | +54.4% | -74.4% | -35.5% |
| YTD | +3.0% | +31.7% | -28.7% | -10.2% |
| 1Y | +3.2% | +22.4% | -19.2% | -6.9% |
| 3Y | +48.9% | +67.7% | -18.8% | +26.0% |
| All | +48.9% | +68.9% | -20.0% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling