+512.0%
QCOM vs AAL
-33.8%
+545.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +3.3% | -3.7% | +7.1% | +3.9% |
| 30D | +7.7% | -20.8% | +28.5% | +11.7% |
| 3M | -30.1% | -1.3% | -28.8% | -30.2% |
| 6M | +22.8% | +5.4% | +17.5% | +21.3% |
| YTD | +0.2% | -14.4% | +14.5% | +1.9% |
| 1Y | +7.9% | +2.1% | +5.8% | +6.4% |
| 3Y | +55.8% | -10.6% | +66.4% | +53.3% |
| 5Y | +30.1% | -32.2% | +62.3% | +31.3% |
| 10Y | +248.9% | -62.7% | +311.6% | +251.5% |
| All | +512.0% | -33.8% | +545.8% | +377.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling