+245.8%
QCOM vs AG
+72.5%
+173.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +2.0% | -4.0% | +6.0% | +2.5% |
| 30D | +1.2% | -13.1% | +14.3% | +2.9% |
| 3M | +9.1% | -22.0% | +31.2% | +12.0% |
| 6M | -25.0% | -37.3% | +12.3% | -21.5% |
| YTD | +4.8% | -11.2% | +16.0% | +4.9% |
| 1Y | +3.6% | +23.9% | -20.3% | 0.0% |
| 3Y | +51.5% | +225.1% | -173.7% | +29.8% |
| 5Y | +19.7% | +7.7% | +12.0% | +8.8% |
| 10Y | +245.8% | +86.9% | +158.9% | +200.3% |
| All | +245.8% | +72.5% | +173.3% | +200.3% |
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