+1,233.8%
QCOM vs AGG
+95.8%
+1,138.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.4% |
| 7D | +13.0% | -1.4% | +14.5% | +13.1% |
| 30D | +0.2% | +0.9% | -0.7% | +0.1% |
| 3M | +9.2% | -1.2% | +10.5% | +9.3% |
| 6M | -15.0% | -1.4% | -13.6% | -15.0% |
| YTD | +5.2% | -1.4% | +6.6% | +5.2% |
| 1Y | +2.4% | -1.3% | +3.6% | +2.4% |
| 3Y | +52.0% | +13.8% | +38.2% | +52.8% |
| 5Y | +19.7% | -1.6% | +21.3% | +15.1% |
| 10Y | +246.9% | +16.3% | +230.6% | +265.5% |
| All | +1,233.8% | +95.8% | +1,138.0% | +1,621.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling