+13.5%
QCOM vs AFL
+10.3%
+3.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.2% |
| 7D | +4.4% | -2.1% | +6.5% | +3.4% |
| 30D | +9.4% | -5.4% | +14.8% | +6.8% |
| 3M | -13.7% | -0.3% | -13.4% | -13.7% |
| 6M | +28.9% | +5.2% | +23.7% | +28.3% |
| YTD | +4.7% | +5.7% | -0.9% | +3.8% |
| 1Y | +13.5% | +10.2% | +3.3% | +13.0% |
| All | +13.5% | +10.3% | +3.2% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling