+9,284.1%
QCOM vs ACGL
+5,010.0%
+4,274.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.6% | +4.6% |
| 7D | -5.3% | +8.0% | -13.3% | -7.3% |
| 30D | -4.2% | +17.3% | -21.5% | -8.3% |
| 3M | +7.0% | +11.2% | -4.2% | +3.7% |
| 6M | +3.8% | +18.2% | -14.4% | -1.7% |
| YTD | +2.8% | +15.4% | -12.6% | -2.3% |
| 1Y | +2.3% | +26.5% | -24.2% | -5.3% |
| 3Y | +54.4% | +36.1% | +18.4% | +37.7% |
| 5Y | +23.7% | +175.9% | -152.3% | -10.7% |
| 10Y | +240.0% | +352.4% | -112.5% | +110.8% |
| All | +9,284.1% | +5,010.0% | +4,274.1% | +3,705.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling