+242.6%
QCOM vs AGI
+389.5%
-146.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +4.3% | -10.1% | +14.4% | +5.3% |
| 30D | -0.1% | -6.5% | +6.4% | +0.4% |
| 3M | +5.2% | -12.8% | +18.0% | +6.4% |
| 6M | -18.4% | -34.3% | +16.0% | -15.5% |
| YTD | +2.4% | -25.6% | +28.0% | +4.5% |
| 1Y | +0.9% | -14.2% | +15.1% | +1.8% |
| 3Y | +48.4% | +127.3% | -78.9% | +39.5% |
| 5Y | +16.6% | +241.8% | -225.2% | +7.0% |
| All | +242.6% | +389.5% | -146.9% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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