+39.3%
QCOM vs ACGL
+35.5%
+3.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.1% | -9.4% | -9.5% |
| 7D | -15.5% | +6.4% | -21.8% | -15.0% |
| 30D | -13.4% | +16.6% | -30.0% | -12.5% |
| 3M | 0.0% | +11.6% | -11.5% | +0.9% |
| 6M | -15.2% | +17.5% | -32.7% | -14.2% |
| YTD | -6.9% | +15.3% | -22.2% | -6.0% |
| 1Y | -11.0% | +26.3% | -37.3% | -11.0% |
| All | +39.3% | +35.5% | +3.7% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling