+25.9%
QCOM vs AHR
+408.0%
-382.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +5.5% | +8.1% | -2.6% | +5.0% |
| 30D | -1.1% | +16.9% | -18.0% | -2.1% |
| 3M | +7.6% | +7.6% | 0.0% | +7.0% |
| 6M | -20.1% | +16.0% | -36.0% | -20.8% |
| YTD | +3.0% | +28.1% | -25.1% | 0.0% |
| 1Y | +3.2% | +22.8% | -19.6% | +1.0% |
| All | +25.9% | +408.0% | -382.0% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling