+30.9%
QCOM vs ACM
+5.0%
+25.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +3.3% | -3.7% | +7.1% | +5.4% |
| 30D | +7.7% | -11.1% | +18.8% | +13.9% |
| 3M | -30.1% | -8.0% | -22.1% | -27.7% |
| 6M | +22.8% | -29.7% | +52.5% | +48.1% |
| YTD | +0.2% | -29.4% | +29.6% | +18.9% |
| 1Y | +7.9% | -46.4% | +54.3% | +51.2% |
| 3Y | +55.8% | -22.3% | +78.2% | +66.0% |
| All | +30.9% | +5.0% | +25.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling