+48.9%
QCOM vs AG
+227.5%
-178.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +2.3% |
| 7D | +5.5% | +6.0% | -0.4% | +4.4% |
| 30D | -1.1% | -13.5% | +12.4% | +1.6% |
| 3M | +7.6% | -20.7% | +28.3% | +11.8% |
| 6M | -20.1% | -31.5% | +11.5% | -15.5% |
| YTD | +3.0% | -10.1% | +13.2% | +2.3% |
| 1Y | +3.2% | +26.0% | -22.8% | -3.7% |
| 3Y | +48.9% | +228.9% | -180.0% | +13.4% |
| All | +48.9% | +227.5% | -178.6% | +13.4% |
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