+22.8%
QCOM vs AEM
-14.3%
+37.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.7% | +24.0% | -16.3% | -3.1% |
| 3M | -30.1% | +16.1% | -46.1% | -34.5% |
| 6M | +22.8% | -11.6% | +34.5% | +20.2% |
| All | +22.8% | -14.3% | +37.1% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling