+245.8%
QCOM vs ACGL
+329.5%
-83.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.7% | +1.7% |
| 7D | +2.0% | -1.4% | +3.3% | +2.3% |
| 30D | +1.2% | +12.4% | -11.1% | -2.8% |
| 3M | +9.1% | +11.1% | -2.0% | +4.9% |
| 6M | -25.0% | +16.3% | -41.3% | -29.6% |
| YTD | +4.8% | +13.8% | -9.0% | -1.4% |
| 1Y | +3.6% | +20.4% | -16.8% | -4.6% |
| 3Y | +51.5% | +33.6% | +17.9% | +29.9% |
| 5Y | +19.7% | +176.8% | -157.1% | -27.5% |
| 10Y | +245.8% | +324.6% | -78.8% | +77.2% |
| All | +245.8% | +329.5% | -83.6% | +77.2% |
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