+34.5%
QCOM vs AAOX
-92.4%
+126.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.9% | -5.3% | +3.0% |
| 7D | +5.8% | -35.9% | +41.6% | +8.5% |
| 30D | -2.3% | -81.6% | +79.3% | +7.9% |
| 3M | +2.7% | -90.3% | +93.0% | +15.8% |
| 6M | -21.0% | -95.7% | +74.7% | -10.3% |
| All | +34.5% | -92.4% | +126.8% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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