+50,186.6%
QCOM vs AFL
+11,790.1%
+38,396.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | +0.6% | +2.7% | +3.1% |
| 30D | +7.7% | -6.2% | +13.9% | +9.8% |
| 3M | -30.1% | +2.2% | -32.2% | -30.9% |
| 6M | +22.8% | +5.3% | +17.6% | +20.0% |
| YTD | +0.2% | +8.0% | -7.8% | -3.1% |
| 1Y | +7.9% | +10.2% | -2.4% | +3.4% |
| 3Y | +55.8% | +67.1% | -11.2% | +29.8% |
| 5Y | +30.1% | +135.6% | -105.5% | -3.0% |
| 10Y | +248.9% | +299.4% | -50.5% | +114.7% |
| All | +50,186.6% | +11,790.1% | +38,396.5% | +13,867.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling