+499.9%
QCOM vs AAL
-33.6%
+533.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.2% |
| 7D | +0.4% | +4.6% | -4.2% | -0.3% |
| 30D | -6.6% | +2.6% | -9.2% | -7.0% |
| 3M | +3.7% | -17.8% | +21.5% | +7.0% |
| 6M | -13.3% | +1.9% | -15.2% | -13.8% |
| YTD | -1.8% | -14.0% | +12.2% | -0.1% |
| 1Y | -2.5% | +0.2% | -2.7% | -3.3% |
| 3Y | +47.0% | +13.0% | +33.9% | +40.0% |
| 5Y | +13.1% | -39.6% | +52.7% | +16.2% |
| 10Y | +224.7% | -65.7% | +290.4% | +231.0% |
| All | +499.9% | -33.6% | +533.5% | +368.1% |
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