+245.8%
QCOM vs AA
+48.4%
+197.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.1% |
| 7D | +2.0% | +1.1% | +0.8% | +1.7% |
| 30D | +1.2% | -1.3% | +2.5% | +1.6% |
| 3M | +9.1% | -23.9% | +33.0% | +16.6% |
| 6M | -25.0% | -36.8% | +11.8% | -16.2% |
| YTD | +4.8% | -22.2% | +27.0% | +9.7% |
| 1Y | +3.6% | +10.4% | -6.7% | -0.9% |
| 3Y | +51.5% | +72.0% | -20.5% | +25.5% |
| 5Y | +19.7% | -15.6% | +35.4% | +10.4% |
| 10Y | +245.8% | +47.8% | +198.0% | +124.1% |
| All | +245.8% | +48.4% | +197.4% | +124.1% |
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