+242.8%
QCOM vs ACM
+133.7%
+109.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +5.5% | +6.6% | -1.1% | +2.4% |
| 30D | -1.1% | +19.8% | -20.9% | -9.5% |
| 3M | +7.6% | -3.1% | +10.7% | +8.3% |
| 6M | -20.1% | -11.5% | -8.6% | -16.1% |
| YTD | +3.0% | -24.7% | +27.7% | +15.9% |
| 1Y | +3.2% | -45.1% | +48.3% | +35.7% |
| 3Y | +48.9% | -8.9% | +57.7% | +49.5% |
| 5Y | +21.1% | +5.4% | +15.7% | +13.2% |
| 10Y | +242.8% | +131.1% | +111.7% | +122.8% |
| All | +242.8% | +133.7% | +109.1% | +122.8% |
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