+54.3%
QCOM vs AA
+67.9%
-13.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +3.3% | -0.7% | +4.0% | +3.5% |
| 30D | +7.7% | +5.0% | +2.7% | +5.7% |
| 3M | -30.1% | -35.8% | +5.8% | -20.5% |
| 6M | +22.8% | -18.4% | +41.2% | +29.2% |
| YTD | +0.2% | -5.5% | +5.7% | -0.2% |
| 1Y | +7.9% | +61.0% | -53.1% | -10.4% |
| All | +54.3% | +67.9% | -13.7% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling