+216.5%
QCOM vs AG
+89.9%
+126.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.3% |
| 7D | +0.4% | +6.3% | -5.9% | -0.3% |
| 30D | -6.6% | -8.9% | +2.3% | -5.6% |
| 3M | +3.7% | -12.2% | +15.9% | +5.0% |
| 6M | -13.3% | -28.3% | +15.0% | -10.5% |
| YTD | -1.8% | -8.8% | +7.0% | -2.0% |
| 1Y | -2.5% | +39.4% | -41.9% | -7.0% |
| 3Y | +47.0% | +229.4% | -182.5% | +26.0% |
| 5Y | +13.1% | +14.5% | -1.4% | +2.4% |
| All | +216.5% | +89.9% | +126.6% | +175.2% |
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