+32.1%
QCOM vs AHR
+356.1%
-324.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +2.9% |
| 7D | +7.8% | -2.1% | +9.9% | +8.0% |
| 30D | +12.2% | +1.9% | +10.3% | +12.0% |
| 3M | -9.9% | +15.7% | -25.5% | -11.3% |
| 6M | +36.9% | +2.5% | +34.4% | +36.9% |
| YTD | +8.0% | +15.0% | -7.0% | +5.7% |
| 1Y | +15.0% | +28.1% | -13.1% | +9.3% |
| All | +32.1% | +356.1% | -324.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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