+47.0%
QCOM vs ACGL
+31.5%
+15.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.3% |
| 7D | +0.4% | +0.9% | -0.5% | +0.4% |
| 30D | -6.6% | +13.7% | -20.3% | -5.8% |
| 3M | +3.7% | +8.0% | -4.4% | +4.4% |
| 6M | -13.3% | +13.3% | -26.6% | -12.5% |
| YTD | -1.8% | +11.8% | -13.6% | -1.1% |
| 1Y | -2.5% | +22.2% | -24.8% | -2.8% |
| 3Y | +47.0% | +32.5% | +14.5% | +51.9% |
| All | +47.0% | +31.5% | +15.5% | +51.9% |
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