+3.6%
QCOM vs AA
+6.6%
-3.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.9% |
| 7D | +2.0% | +1.1% | +0.8% | +1.6% |
| 30D | +1.2% | -1.3% | +2.5% | +1.6% |
| 3M | +9.1% | -23.9% | +33.0% | +17.3% |
| 6M | -25.0% | -36.8% | +11.8% | -14.1% |
| YTD | +4.8% | -22.2% | +27.0% | +12.8% |
| 1Y | +3.6% | +10.4% | -6.7% | -0.9% |
| All | +3.6% | +6.6% | -3.0% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling