+30.9%
QCOM vs ACN
-40.9%
+71.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.4% |
| 7D | +3.3% | -1.5% | +4.9% | +3.9% |
| 30D | +7.7% | +9.4% | -1.7% | +3.6% |
| 3M | -30.1% | +5.6% | -35.7% | -32.4% |
| 6M | +22.8% | -9.3% | +32.1% | +26.9% |
| YTD | +0.2% | -29.0% | +29.2% | +19.6% |
| 1Y | +7.9% | -24.7% | +32.5% | +23.3% |
| 3Y | +55.8% | -39.8% | +95.7% | +97.9% |
| All | +30.9% | -40.9% | +71.8% | +58.9% |
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