+281.8%
QCOM vs AFL
+297.3%
-15.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +4.4% | -2.1% | +6.5% | +5.3% |
| 30D | +9.4% | -5.4% | +14.8% | +11.8% |
| 3M | -13.7% | -0.3% | -13.4% | -14.1% |
| 6M | +28.9% | +5.2% | +23.7% | +24.7% |
| YTD | +4.7% | +5.7% | -0.9% | +0.8% |
| 1Y | +13.5% | +10.2% | +3.3% | +6.9% |
| 3Y | +77.1% | +63.4% | +13.7% | +37.6% |
| 5Y | +38.9% | +133.0% | -94.1% | -8.5% |
| 10Y | +281.8% | +299.5% | -17.8% | +103.5% |
| All | +281.8% | +297.3% | -15.5% | +103.5% |
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