+118.9%
QCOM vs ACI
+25.9%
+93.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +3.3% | +0.2% | +3.2% | +3.3% |
| 30D | +7.7% | +5.9% | +1.8% | +7.4% |
| 3M | -30.1% | -19.8% | -10.3% | -29.5% |
| 6M | +22.8% | -24.7% | +47.6% | +24.1% |
| YTD | +0.2% | -24.4% | +24.6% | +1.1% |
| 1Y | +7.9% | -31.5% | +39.3% | +9.5% |
| 3Y | +55.8% | -38.7% | +94.5% | +58.9% |
| 5Y | +30.1% | -42.8% | +72.9% | +31.7% |
| All | +118.9% | +25.9% | +93.1% | +107.8% |
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 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