+242.6%
QCOM vs AGG
+16.8%
+225.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | +4.3% | -1.5% | +5.8% | +5.5% |
| 30D | -0.1% | +0.6% | -0.7% | -0.7% |
| 3M | +5.2% | -1.6% | +6.9% | +6.5% |
| 6M | -18.4% | -1.6% | -16.7% | -17.2% |
| YTD | +2.4% | -1.5% | +3.9% | +3.8% |
| 1Y | +0.9% | -1.1% | +2.0% | +2.0% |
| 3Y | +48.4% | +13.6% | +34.8% | +35.7% |
| 5Y | +16.6% | -1.7% | +18.3% | +14.1% |
| All | +242.6% | +16.8% | +225.9% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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