+230.9%
QCOM vs AAL
-64.0%
+294.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.4% | -3.8% | +1.9% |
| 7D | +5.8% | +8.3% | -2.5% | +3.9% |
| 30D | -2.3% | +11.0% | -13.3% | -4.7% |
| 3M | +2.7% | -11.2% | +13.9% | +5.6% |
| 6M | -21.0% | +6.1% | -27.1% | -22.6% |
| YTD | +1.8% | -7.6% | +9.4% | +2.4% |
| 1Y | +2.4% | +3.7% | -1.3% | +0.1% |
| 3Y | +52.1% | +20.5% | +31.6% | +37.8% |
| 5Y | +14.6% | -36.4% | +51.0% | +15.1% |
| 10Y | +230.9% | -65.4% | +296.3% | +258.0% |
| All | +230.9% | -64.0% | +294.9% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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