+31.6%
QCOM vs ACHR
-52.6%
+84.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.7% | +2.3% |
| 7D | +5.8% | +15.3% | -9.6% | +3.4% |
| 30D | -2.3% | -3.0% | +0.7% | -2.0% |
| 3M | +2.7% | -14.0% | +16.7% | +4.4% |
| 6M | -21.0% | -25.8% | +4.8% | -18.2% |
| YTD | +1.8% | -36.0% | +37.9% | +6.9% |
| 1Y | +2.4% | -41.2% | +43.6% | +8.5% |
| 3Y | +52.1% | -8.6% | +60.7% | +38.3% |
| 5Y | +14.6% | -20.6% | +35.3% | -8.8% |
| All | +31.6% | -52.6% | +84.2% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling