+251.9%
QCOM vs AEM
+412.4%
-160.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.9% |
| 7D | +13.0% | -5.6% | +18.6% | +13.9% |
| 30D | +0.2% | -3.9% | +4.0% | +0.6% |
| 3M | +9.2% | -3.4% | +12.7% | +9.4% |
| 6M | -15.0% | -9.0% | -6.0% | -14.4% |
| YTD | +5.2% | +5.9% | -0.7% | +3.7% |
| 1Y | +2.4% | +4.0% | -1.6% | +1.1% |
| 3Y | +52.0% | +298.8% | -246.8% | +28.7% |
| 5Y | +19.7% | +250.7% | -231.0% | +1.5% |
| All | +251.9% | +412.4% | -160.4% | +197.6% |
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