+47.0%
QCOM vs AAL
+9.3%
+37.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +4.9% |
| 7D | +0.4% | +4.6% | -4.2% | -0.9% |
| 30D | -6.6% | +2.6% | -9.2% | -7.3% |
| 3M | +3.7% | -17.8% | +21.5% | +9.8% |
| 6M | -13.3% | +1.9% | -15.2% | -14.6% |
| YTD | -1.8% | -14.0% | +12.2% | +0.6% |
| 1Y | -2.5% | +0.2% | -2.7% | -4.7% |
| 3Y | +47.0% | +13.0% | +33.9% | +24.2% |
| All | +47.0% | +9.3% | +37.7% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling