+250.3%
QCOM vs ACWI
+228.2%
+22.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.5% | +2.8% | +2.6% |
| 30D | +7.7% | +0.9% | +6.8% | +6.4% |
| 3M | -30.1% | +2.4% | -32.5% | -31.7% |
| 6M | +22.8% | +12.4% | +10.5% | +5.3% |
| YTD | +0.2% | +15.2% | -15.0% | -17.0% |
| 1Y | +7.9% | +22.7% | -14.9% | -18.0% |
| 3Y | +55.8% | +75.8% | -20.0% | -25.9% |
| 5Y | +30.1% | +67.7% | -37.7% | -32.1% |
| All | +250.3% | +228.2% | +22.1% | -13.5% |
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