+14.1%
QCOM vs ACI
-42.9%
+57.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.6% |
| 7D | +4.3% | +2.3% | +2.0% | +4.2% |
| 30D | -0.1% | +1.2% | -1.3% | -0.1% |
| 3M | +5.2% | +6.8% | -1.6% | +4.8% |
| 6M | -18.4% | -18.7% | +0.4% | -17.5% |
| YTD | +2.4% | -20.2% | +22.6% | +3.4% |
| 1Y | +0.9% | -23.7% | +24.6% | +2.4% |
| 3Y | +48.4% | -31.6% | +80.0% | +51.6% |
| All | +14.1% | -42.9% | +57.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling