+216.5%
QCOM vs ACGL
+337.7%
-121.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +6.5% |
| 7D | +0.4% | +0.9% | -0.5% | 0.0% |
| 30D | -6.6% | +13.7% | -20.3% | -10.7% |
| 3M | +3.7% | +8.0% | -4.4% | +0.6% |
| 6M | -13.3% | +13.3% | -26.6% | -18.0% |
| YTD | -1.8% | +11.8% | -13.6% | -7.1% |
| 1Y | -2.5% | +22.2% | -24.8% | -10.9% |
| 3Y | +47.0% | +32.5% | +14.5% | +26.3% |
| 5Y | +13.1% | +160.2% | -147.1% | -29.7% |
| All | +216.5% | +337.7% | -121.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling