+14.1%
QCOM vs ACN
-26.4%
+40.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.9% | -2.7% |
| 7D | +4.3% | -3.8% | +8.1% | +5.5% |
| 30D | -0.1% | +16.5% | -16.6% | -6.1% |
| 3M | +5.2% | +41.5% | -36.2% | -9.2% |
| 6M | -18.4% | +60.1% | -78.4% | -35.6% |
| YTD | +2.4% | -3.9% | +6.4% | +7.7% |
| 1Y | +0.9% | +4.1% | -3.2% | +0.3% |
| 3Y | +48.4% | -15.9% | +64.2% | +62.0% |
| All | +14.1% | -26.4% | +40.5% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling