+242.8%
QCOM vs ACN
+160.2%
+82.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.4% |
| 7D | +5.5% | +1.6% | +4.0% | +4.7% |
| 30D | -1.1% | +24.6% | -25.8% | -12.2% |
| 3M | +7.6% | +46.2% | -38.6% | -13.5% |
| 6M | -20.1% | +46.2% | -66.2% | -38.6% |
| YTD | +3.0% | -0.9% | +3.9% | +0.1% |
| 1Y | +3.2% | +8.8% | -5.5% | -6.2% |
| 3Y | +48.9% | -14.3% | +63.1% | +53.0% |
| 5Y | +21.1% | -22.6% | +43.7% | +32.1% |
| 10Y | +242.8% | +153.7% | +89.0% | +66.7% |
| All | +242.8% | +160.2% | +82.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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