+230.9%
QCOM vs AEM
+366.3%
-135.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +3.0% |
| 7D | +5.8% | +17.8% | -12.0% | +3.2% |
| 30D | -2.3% | +6.2% | -8.5% | -3.2% |
| 3M | +2.7% | +12.5% | -9.8% | +0.7% |
| 6M | -21.0% | +4.4% | -25.4% | -21.9% |
| YTD | +1.8% | +19.2% | -17.4% | -1.3% |
| 1Y | +2.4% | +25.5% | -23.1% | -1.3% |
| 3Y | +52.1% | +346.4% | -294.3% | +26.9% |
| 5Y | +14.6% | +305.7% | -291.0% | -4.6% |
| 10Y | +230.9% | +375.9% | -145.0% | +180.1% |
| All | +230.9% | +366.3% | -135.4% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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