+69.4%
QCOM vs AGI
+212.9%
-143.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +3.3% | +0.6% | +2.7% | +3.2% |
| 30D | +7.7% | +18.2% | -10.5% | +3.8% |
| 3M | -30.1% | -4.1% | -25.9% | -29.9% |
| 6M | +22.8% | -28.7% | +51.5% | +28.9% |
| YTD | +0.2% | -4.0% | +4.2% | -1.0% |
| 1Y | +7.9% | +17.4% | -9.6% | +1.8% |
| All | +69.4% | +212.9% | -143.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling