+1,170.6%
QCOM vs AGG
+98.1%
+1,072.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +7.7% | -0.4% | +8.1% | +7.7% |
| 3M | -30.1% | -0.7% | -29.4% | -30.0% |
| 6M | +22.8% | -1.5% | +24.4% | +22.8% |
| YTD | +0.2% | -0.3% | +0.4% | +0.2% |
| 1Y | +7.9% | +1.3% | +6.5% | +7.9% |
| 3Y | +55.8% | +13.2% | +42.6% | +56.4% |
| 5Y | +30.1% | -1.4% | +31.5% | +24.6% |
| 10Y | +248.9% | +14.9% | +234.0% | +262.0% |
| All | +1,170.6% | +98.1% | +1,072.5% | +1,539.5% |
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