+26.4%
QCOM vs AHR
+364.8%
-338.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +5.1% | -3.4% | +8.5% | +5.3% |
| 30D | +4.3% | -3.8% | +8.0% | +4.5% |
| 3M | -19.6% | +20.1% | -39.7% | -21.2% |
| 6M | +29.5% | +7.1% | +22.4% | +28.7% |
| YTD | +3.4% | +17.2% | -13.8% | +1.0% |
| 1Y | +10.9% | +30.4% | -19.5% | +5.3% |
| All | +26.4% | +364.8% | -338.4% | -2.6% |
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