+251.9%
QCOM vs AGG
+17.0%
+235.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.8% |
| 7D | +13.0% | -1.4% | +14.5% | +14.3% |
| 30D | +0.2% | +0.9% | -0.7% | -0.6% |
| 3M | +9.2% | -1.2% | +10.5% | +10.2% |
| 6M | -15.0% | -1.4% | -13.6% | -14.0% |
| YTD | +5.2% | -1.4% | +6.6% | +6.5% |
| 1Y | +2.4% | -1.3% | +3.6% | +3.6% |
| 3Y | +52.0% | +13.8% | +38.2% | +38.8% |
| 5Y | +19.7% | -1.6% | +21.3% | +17.0% |
| All | +251.9% | +17.0% | +235.0% | +288.1% |
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