+36.2%
QCOM vs AGI
+390.0%
-353.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.4% |
| 7D | +5.1% | +4.4% | +0.7% | +4.2% |
| 30D | +4.3% | +10.0% | -5.7% | +2.2% |
| 3M | -19.6% | +1.7% | -21.4% | -20.3% |
| 6M | +29.5% | -26.8% | +56.3% | +35.2% |
| YTD | +3.4% | -5.3% | +8.7% | +2.6% |
| 1Y | +10.9% | +11.5% | -0.6% | +6.3% |
| 3Y | +74.8% | +212.9% | -138.1% | +39.0% |
| 5Y | +36.2% | +388.8% | -352.6% | +4.0% |
| All | +36.2% | +390.0% | -353.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling