+216.5%
QCOM vs AA
+63.3%
+153.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.6% | +4.8% |
| 7D | +0.4% | +0.9% | -0.5% | +0.3% |
| 30D | -6.6% | -6.7% | +0.1% | -4.9% |
| 3M | +3.7% | -16.3% | +20.0% | +8.2% |
| 6M | -13.3% | -37.1% | +23.8% | -3.0% |
| YTD | -1.8% | -25.0% | +23.2% | +3.8% |
| 1Y | -2.5% | +8.6% | -11.1% | -6.3% |
| 3Y | +47.0% | +57.2% | -10.3% | +24.5% |
| 5Y | +13.1% | -13.0% | +26.1% | +3.8% |
| All | +216.5% | +63.3% | +153.1% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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