+276.8%
QCOM vs AEM
+348.3%
-71.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.4% |
| 7D | +5.1% | +4.3% | +0.7% | +4.4% |
| 30D | +4.3% | +13.1% | -8.8% | +2.4% |
| 3M | -19.6% | +24.8% | -44.4% | -22.2% |
| 6M | +29.5% | -8.2% | +37.7% | +29.8% |
| YTD | +3.4% | +19.8% | -16.5% | +0.3% |
| 1Y | +10.9% | +32.1% | -21.2% | +6.2% |
| 3Y | +74.8% | +348.2% | -273.4% | +46.0% |
| 5Y | +36.2% | +297.5% | -261.3% | +13.8% |
| All | +276.8% | +348.3% | -71.5% | +218.9% |
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