+242.8%
QCOM vs ACGL
+332.0%
-89.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +5.5% | +1.3% | +4.3% | +5.1% |
| 30D | -1.1% | +14.2% | -15.3% | -5.6% |
| 3M | +7.6% | +11.1% | -3.5% | +3.4% |
| 6M | -20.1% | +16.4% | -36.4% | -25.0% |
| YTD | +3.0% | +13.8% | -10.7% | -3.1% |
| 1Y | +3.2% | +21.6% | -18.3% | -5.3% |
| 3Y | +48.9% | +33.5% | +15.3% | +27.7% |
| 5Y | +21.1% | +174.8% | -153.8% | -26.4% |
| 10Y | +242.8% | +330.4% | -87.6% | +74.3% |
| All | +242.8% | +332.0% | -89.3% | +74.3% |
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