+10.9%
QCOM vs AAL
-1.2%
+12.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.8% | +3.7% |
| 7D | +5.1% | -0.3% | +5.4% | +5.1% |
| 30D | +4.3% | -19.0% | +23.3% | +11.0% |
| 3M | -19.6% | -5.1% | -14.5% | -19.3% |
| 6M | +29.5% | +15.5% | +14.0% | +22.1% |
| YTD | +3.4% | -15.8% | +19.2% | +4.2% |
| 1Y | +10.9% | -0.3% | +11.2% | +4.4% |
| All | +10.9% | -1.2% | +12.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling