+37.8%
QCOM vs AAOI
+1,289.1%
-1,251.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.6% |
| 7D | +4.4% | +4.7% | -0.3% | +3.9% |
| 30D | +9.4% | -18.7% | +28.1% | +11.0% |
| 3M | -13.7% | -33.7% | +20.1% | -11.8% |
| 6M | +28.9% | -2.4% | +31.3% | +24.6% |
| YTD | +4.7% | +209.6% | -204.9% | -11.4% |
| 1Y | +13.5% | +355.0% | -341.5% | -9.1% |
| 3Y | +77.1% | +814.7% | -737.6% | +16.1% |
| All | +37.8% | +1,289.1% | -1,251.2% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 5y: compounded portfolio wealth divided by compounded AAOI 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…
5y analysis · Full analysis span regression · 6 months rolling