+51,614.1%
QCOM vs AA
+281.5%
+51,332.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +2.4% |
| 7D | +5.5% | +1.2% | +4.3% | +5.3% |
| 30D | -1.1% | -5.0% | +3.9% | +0.4% |
| 3M | +7.6% | -22.2% | +29.8% | +15.1% |
| 6M | -20.1% | -36.3% | +16.3% | -9.7% |
| YTD | +3.0% | -24.2% | +27.2% | +8.9% |
| 1Y | +3.2% | +3.9% | -0.6% | -0.4% |
| 3Y | +48.9% | +67.6% | -18.7% | +20.1% |
| 5Y | +21.1% | -8.8% | +29.9% | +7.1% |
| 10Y | +242.8% | +45.0% | +197.8% | +117.3% |
| All | +51,614.1% | +281.5% | +51,332.6% | +25,379.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling