+465.1%
QCOM vs ACM
+233.2%
+231.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.2% | -7.3% | -8.6% |
| 7D | -15.5% | +5.1% | -20.5% | -17.0% |
| 30D | -13.4% | +11.5% | -24.9% | -17.1% |
| 3M | 0.0% | -10.5% | +10.5% | +3.9% |
| 6M | -15.2% | -20.4% | +5.2% | -8.1% |
| YTD | -6.9% | -28.9% | +21.9% | +4.8% |
| 1Y | -11.0% | -48.7% | +37.7% | +13.8% |
| 3Y | +39.8% | -12.5% | +52.3% | +43.8% |
| 5Y | +7.2% | +0.5% | +6.7% | +4.9% |
| 10Y | +207.7% | +161.2% | +46.5% | +101.8% |
| All | +465.1% | +233.2% | +231.9% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling