+242.6%
QCOM vs AG
+76.0%
+166.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.3% |
| 7D | +4.3% | -10.0% | +14.2% | +5.5% |
| 30D | -0.1% | -10.5% | +10.4% | +1.3% |
| 3M | +5.2% | -27.3% | +32.5% | +8.9% |
| 6M | -18.4% | -43.0% | +24.6% | -13.6% |
| YTD | +2.4% | -17.9% | +20.3% | +3.4% |
| 1Y | +0.9% | +11.9% | -11.0% | -1.5% |
| 3Y | +48.4% | +201.8% | -153.4% | +28.2% |
| 5Y | +16.6% | -0.1% | +16.6% | +6.8% |
| All | +242.6% | +76.0% | +166.6% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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