+742.2%
QCOM vs ACN
+1,705.6%
-963.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.6% |
| 7D | +3.3% | -1.5% | +4.9% | +4.0% |
| 30D | +7.7% | +9.4% | -1.7% | +3.2% |
| 3M | -30.1% | +5.6% | -35.7% | -34.0% |
| 6M | +22.8% | -9.3% | +32.1% | +22.4% |
| YTD | +0.2% | -29.0% | +29.2% | +11.4% |
| 1Y | +7.9% | -24.7% | +32.5% | +16.2% |
| 3Y | +55.8% | -39.8% | +95.7% | +83.6% |
| 5Y | +30.1% | -40.9% | +71.0% | +55.4% |
| 10Y | +248.9% | +91.1% | +157.8% | +149.5% |
| All | +742.2% | +1,705.6% | -963.4% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling