+70.4%
QCOM vs AGG
+13.3%
+57.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.5% |
| 7D | +4.4% | -0.2% | +4.5% | +4.5% |
| 30D | +9.4% | -0.2% | +9.6% | +9.6% |
| 3M | -13.7% | -0.7% | -13.0% | -13.1% |
| 6M | +28.9% | -1.8% | +30.7% | +30.6% |
| YTD | +4.7% | -0.6% | +5.3% | +5.5% |
| 1Y | +13.5% | +0.4% | +13.1% | +13.8% |
| All | +70.4% | +13.3% | +57.1% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling