+230.9%
QCOM vs AG
+77.4%
+153.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +3.1% |
| 7D | +5.8% | +10.8% | -5.0% | +4.6% |
| 30D | -2.3% | -8.2% | +5.9% | -1.3% |
| 3M | +2.7% | -13.7% | +16.4% | +4.2% |
| 6M | -21.0% | -27.3% | +6.3% | -18.6% |
| YTD | +1.8% | -4.6% | +6.4% | +1.0% |
| 1Y | +2.4% | +39.4% | -36.9% | -2.4% |
| 3Y | +52.1% | +244.1% | -192.0% | +29.5% |
| 5Y | +14.6% | +16.8% | -2.1% | +3.3% |
| 10Y | +230.9% | +71.7% | +159.2% | +188.1% |
| All | +230.9% | +77.4% | +153.5% | +188.1% |
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