+216.5%
QCOM vs ACWI
+219.0%
-2.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +0.4% | -2.4% | +2.7% | +4.4% |
| 30D | -6.6% | -5.2% | -1.4% | +1.8% |
| 3M | +3.7% | -4.8% | +8.5% | +12.7% |
| 6M | -13.3% | -1.3% | -12.0% | -9.6% |
| YTD | -1.8% | +8.4% | -10.2% | -10.3% |
| 1Y | -2.5% | +11.0% | -13.5% | -13.9% |
| 3Y | +47.0% | +70.6% | -23.6% | -26.4% |
| 5Y | +13.1% | +55.3% | -42.2% | -33.6% |
| All | +216.5% | +219.0% | -2.5% | -23.8% |
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