+129.8%
QCOM vs ACI
+33.9%
+96.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +13.0% | -0.5% | +13.5% | +13.0% |
| 30D | +0.2% | +4.9% | -4.7% | 0.0% |
| 3M | +9.2% | +11.1% | -1.9% | +8.7% |
| 6M | -15.0% | -14.9% | -0.1% | -14.6% |
| YTD | +5.2% | -19.6% | +24.8% | +5.9% |
| 1Y | +2.4% | -22.7% | +25.1% | +3.3% |
| 3Y | +52.0% | -31.2% | +83.2% | +54.1% |
| 5Y | +19.7% | -42.3% | +62.1% | +21.1% |
| All | +129.8% | +33.9% | +96.0% | +117.6% |
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