+114.6%
QCOM vs ACI
+29.9%
+84.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +5.6% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | -6.6% | +10.3% | -16.9% | -7.0% |
| 3M | +3.7% | +7.2% | -3.5% | +3.4% |
| 6M | -13.3% | -18.0% | +4.7% | -12.8% |
| YTD | -1.8% | -22.0% | +20.2% | -1.0% |
| 1Y | -2.5% | -23.4% | +20.9% | -1.7% |
| 3Y | +47.0% | -35.8% | +82.8% | +49.6% |
| 5Y | +13.1% | -43.7% | +56.8% | +14.6% |
| All | +114.6% | +29.9% | +84.7% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling