+199.9%
QCOM vs ACWI
+219.2%
-19.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.8% | -5.7% | -3.8% |
| 7D | -15.5% | -4.0% | -11.4% | -9.6% |
| 30D | -13.4% | -5.8% | -7.6% | -4.7% |
| 3M | 0.0% | -5.0% | +5.1% | +9.0% |
| 6M | -15.2% | +0.7% | -15.9% | -14.1% |
| YTD | -6.9% | +8.4% | -15.4% | -15.0% |
| 1Y | -11.0% | +10.1% | -21.1% | -20.4% |
| 3Y | +39.8% | +70.8% | -31.0% | -30.1% |
| 5Y | +7.2% | +55.4% | -48.2% | -37.2% |
| All | +199.9% | +219.2% | -19.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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