+11.2%
QCOM vs ACWI
+54.8%
-43.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +0.4% | -2.4% | +2.7% | +5.0% |
| 30D | -6.6% | -5.2% | -1.4% | +3.2% |
| 3M | +3.7% | -4.8% | +8.5% | +14.1% |
| 6M | -13.3% | -1.3% | -12.0% | -9.1% |
| YTD | -1.8% | +8.4% | -10.2% | -11.6% |
| 1Y | -2.5% | +11.0% | -13.5% | -15.7% |
| 3Y | +47.0% | +70.6% | -23.6% | -34.6% |
| All | +11.2% | +54.8% | -43.6% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling