+245.8%
QCOM vs AGI
+355.0%
-109.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.8% | +4.5% | +2.0% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | +1.2% | -7.6% | +8.8% | +1.9% |
| 3M | +9.1% | -10.2% | +19.3% | +10.0% |
| 6M | -25.0% | -31.5% | +6.5% | -22.7% |
| YTD | +4.8% | -22.0% | +26.8% | +6.5% |
| 1Y | +3.6% | -7.9% | +11.5% | +3.8% |
| 3Y | +51.5% | +137.6% | -86.1% | +41.7% |
| 5Y | +19.7% | +256.7% | -237.0% | +9.4% |
| 10Y | +245.8% | +405.2% | -159.4% | +217.3% |
| All | +245.8% | +355.0% | -109.1% | +217.3% |
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