+281.8%
QCOM vs AGI
+398.0%
-116.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +4.4% | +2.2% | +2.1% | +4.1% |
| 30D | +9.4% | +11.3% | -1.9% | +8.2% |
| 3M | -13.7% | +5.6% | -19.3% | -14.3% |
| 6M | +28.9% | -27.7% | +56.6% | +31.7% |
| YTD | +4.7% | -4.1% | +8.8% | +4.4% |
| 1Y | +13.5% | +13.8% | -0.3% | +11.5% |
| 3Y | +77.1% | +217.0% | -139.9% | +62.0% |
| 5Y | +38.9% | +404.3% | -365.4% | +24.0% |
| 10Y | +281.8% | +400.5% | -118.7% | +247.9% |
| All | +281.8% | +398.0% | -116.2% | +247.9% |
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