+634.9%
QCOM vs AG
+294.5%
+340.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.8% | +3.7% | +5.3% |
| 7D | +0.4% | +6.3% | -5.9% | -0.2% |
| 30D | -6.6% | -8.9% | +2.3% | -5.7% |
| 3M | +3.7% | -12.2% | +15.9% | +4.8% |
| 6M | -13.3% | -28.3% | +15.0% | -10.8% |
| YTD | -1.8% | -8.8% | +7.0% | -2.1% |
| 1Y | -2.5% | +39.4% | -41.9% | -6.8% |
| 3Y | +47.0% | +229.4% | -182.5% | +26.9% |
| 5Y | +13.1% | +14.5% | -1.4% | +4.1% |
| 10Y | +224.7% | +82.7% | +142.0% | +169.6% |
| All | +634.9% | +294.5% | +340.5% | +339.2% |
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