+21.1%
QCOM vs AFL
+151.4%
-130.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +5.5% | +2.1% | +3.4% | +4.7% |
| 30D | -1.1% | +10.6% | -11.7% | -5.0% |
| 3M | +7.6% | +4.4% | +3.2% | +5.5% |
| 6M | -20.1% | +13.1% | -33.2% | -24.9% |
| YTD | +3.0% | +16.6% | -13.6% | -5.2% |
| 1Y | +3.2% | +13.8% | -10.6% | -3.9% |
| 3Y | +48.9% | +65.7% | -16.8% | +10.5% |
| 5Y | +21.1% | +153.1% | -132.1% | -32.1% |
| All | +21.1% | +151.4% | -130.3% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling