+245.8%
QCOM vs AFL
+340.0%
-94.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.0% | +1.4% | +0.5% | +1.3% |
| 30D | +1.2% | +9.7% | -8.5% | -2.8% |
| 3M | +9.1% | +5.5% | +3.6% | +6.3% |
| 6M | -25.0% | +11.2% | -36.2% | -29.1% |
| YTD | +4.8% | +17.1% | -12.2% | -3.5% |
| 1Y | +3.6% | +14.0% | -10.4% | -3.6% |
| 3Y | +51.5% | +66.3% | -14.8% | +16.9% |
| 5Y | +19.7% | +152.7% | -133.0% | -24.0% |
| 10Y | +245.8% | +341.3% | -95.5% | +71.7% |
| All | +245.8% | +340.0% | -94.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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