+13.6%
QCOM vs AGG
-0.5%
+14.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.9% |
| 7D | +4.9% | -0.9% | +5.9% | +7.4% |
| 30D | +9.3% | -1.0% | +10.3% | +12.0% |
| 3M | -7.0% | -1.3% | -5.7% | -3.8% |
| 6M | +32.0% | -2.1% | +34.1% | +36.8% |
| YTD | +5.0% | -1.2% | +6.3% | +9.9% |
| 1Y | +13.6% | -0.5% | +14.1% | +25.4% |
| All | +13.6% | -0.5% | +14.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling