+230.9%
QCOM vs AA
+64.5%
+166.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.8% | -2.1% | +2.2% |
| 7D | +5.8% | +4.8% | +1.0% | +4.7% |
| 30D | -2.3% | -0.6% | -1.7% | -2.0% |
| 3M | +2.7% | -16.3% | +19.0% | +7.1% |
| 6M | -21.0% | -33.4% | +12.4% | -12.8% |
| YTD | +1.8% | -20.7% | +22.5% | +6.1% |
| 1Y | +2.4% | +12.9% | -10.5% | -2.6% |
| 3Y | +52.1% | +75.7% | -23.6% | +25.4% |
| 5Y | +14.6% | -6.8% | +21.4% | +3.4% |
| 10Y | +230.9% | +53.6% | +177.2% | +113.7% |
| All | +230.9% | +64.5% | +166.4% | +113.7% |
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