+242.8%
QCOM vs AGI
+335.7%
-92.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +1.7% |
| 7D | +5.5% | +13.9% | -8.4% | +4.1% |
| 30D | -1.1% | -6.2% | +5.1% | -0.6% |
| 3M | +7.6% | -6.9% | +14.5% | +8.1% |
| 6M | -20.1% | -28.7% | +8.7% | -18.0% |
| YTD | +3.0% | -19.8% | +22.8% | +4.3% |
| 1Y | +3.2% | -4.8% | +8.1% | +3.2% |
| 3Y | +48.9% | +144.3% | -95.4% | +39.1% |
| 5Y | +21.1% | +277.2% | -256.2% | +10.4% |
| 10Y | +242.8% | +365.9% | -123.1% | +218.7% |
| All | +242.8% | +335.7% | -92.9% | +218.7% |
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