+47.0%
QCOM vs ACHR
-19.6%
+66.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.7% | -9.2% | +3.1% |
| 7D | +0.4% | +5.7% | -5.3% | -0.6% |
| 30D | -6.6% | -4.9% | -1.7% | -6.0% |
| 3M | +3.7% | -15.1% | +18.8% | +5.7% |
| 6M | -13.3% | -30.7% | +17.4% | -9.2% |
| YTD | -1.8% | -41.0% | +39.2% | +4.4% |
| 1Y | -2.5% | -50.0% | +47.5% | +5.4% |
| 3Y | +47.0% | -17.0% | +64.0% | +43.4% |
| All | +47.0% | -19.6% | +66.5% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling