+596.5%
QCOM vs AG
+287.4%
+309.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.2% | -9.2% |
| 7D | -15.5% | -2.9% | -12.6% | -15.1% |
| 30D | -13.4% | -15.1% | +1.7% | -12.0% |
| 3M | 0.0% | -15.4% | +15.4% | +1.5% |
| 6M | -15.2% | -21.9% | +6.7% | -13.4% |
| YTD | -6.9% | -10.4% | +3.5% | -7.1% |
| 1Y | -11.0% | +39.8% | -50.8% | -14.9% |
| 3Y | +39.8% | +209.5% | -169.8% | +21.3% |
| 5Y | +7.2% | +12.5% | -5.3% | -1.2% |
| 10Y | +207.7% | +79.5% | +128.2% | +155.9% |
| All | +596.5% | +287.4% | +309.0% | +316.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling