+35.3%
QCOM vs ACHR
-45.8%
+81.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +2.2% |
| 7D | +4.4% | -2.7% | +7.0% | +4.7% |
| 30D | +9.4% | -12.1% | +21.5% | +11.2% |
| 3M | -13.7% | +3.4% | -17.0% | -14.9% |
| 6M | +28.9% | -15.6% | +44.5% | +30.7% |
| YTD | +4.7% | -26.9% | +31.6% | +7.9% |
| 1Y | +13.5% | -34.8% | +48.3% | +17.5% |
| 3Y | +77.1% | -19.2% | +96.3% | +63.4% |
| 5Y | +38.9% | -43.8% | +82.7% | +14.0% |
| All | +35.3% | -45.8% | +81.2% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded ACHR 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling