+556.5%
QCOM vs ACWI
+356.8%
+199.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | +7.7% | +0.9% | +6.8% | +6.7% |
| 3M | -30.1% | +2.4% | -32.5% | -31.2% |
| 6M | +22.8% | +12.4% | +10.5% | +9.6% |
| YTD | +0.2% | +15.2% | -15.0% | -12.9% |
| 1Y | +7.9% | +22.7% | -14.9% | -12.0% |
| 3Y | +55.8% | +75.8% | -20.0% | -10.0% |
| 5Y | +30.1% | +67.7% | -37.7% | -18.5% |
| 10Y | +248.9% | +229.0% | +19.9% | +22.6% |
| All | +556.5% | +356.8% | +199.6% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling