+69.0%
QCOM vs AEM
+359.0%
-290.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.7% | +24.0% | -16.3% | +2.1% |
| 3M | -30.1% | +16.1% | -46.1% | -32.9% |
| 6M | +22.8% | -11.6% | +34.5% | +23.1% |
| YTD | +0.2% | +21.5% | -21.4% | -5.3% |
| 1Y | +7.9% | +39.2% | -31.3% | -1.3% |
| All | +69.0% | +359.0% | -290.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling