+3.6%
QCOM vs ACWI
+13.1%
-9.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | -0.6% |
| 7D | +2.0% | -0.7% | +2.6% | +3.7% |
| 30D | +1.2% | -2.0% | +3.2% | +6.2% |
| 3M | +9.1% | -2.2% | +11.3% | +15.0% |
| 6M | -25.0% | +1.9% | -26.9% | -25.4% |
| YTD | +4.8% | +12.0% | -7.1% | -6.3% |
| 1Y | +3.6% | +12.5% | -8.9% | -8.0% |
| All | +3.6% | +13.1% | -9.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling