+230.9%
QCOM vs ACM
+147.1%
+83.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +1.1% |
| 7D | +5.8% | +6.9% | -1.1% | +2.5% |
| 30D | -2.3% | +19.1% | -21.4% | -10.3% |
| 3M | +2.7% | -6.9% | +9.6% | +5.5% |
| 6M | -21.0% | -12.0% | -9.0% | -16.9% |
| YTD | +1.8% | -25.1% | +26.9% | +14.8% |
| 1Y | +2.4% | -45.4% | +47.8% | +34.9% |
| 3Y | +52.1% | -6.9% | +59.0% | +51.1% |
| 5Y | +14.6% | +3.7% | +10.9% | +8.0% |
| 10Y | +230.9% | +135.8% | +95.1% | +117.0% |
| All | +230.9% | +147.1% | +83.8% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling