+48.4%
QCOM vs AG
+195.3%
-146.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.2% |
| 7D | +4.3% | -10.0% | +14.2% | +6.3% |
| 30D | -0.1% | -10.5% | +10.4% | +2.1% |
| 3M | +5.2% | -27.3% | +32.5% | +11.1% |
| 6M | -18.4% | -43.0% | +24.6% | -10.8% |
| YTD | +2.4% | -17.9% | +20.3% | +3.4% |
| 1Y | +0.9% | +11.9% | -11.0% | -3.8% |
| 3Y | +48.4% | +201.8% | -153.4% | +15.4% |
| All | +48.4% | +195.3% | -146.9% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling