+22.5%
QCOM vs AHR
+365.8%
-343.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +3.3% | -1.5% | +4.8% | +3.4% |
| 30D | +7.7% | -1.4% | +9.1% | +7.8% |
| 3M | -30.1% | +18.6% | -48.6% | -31.3% |
| 6M | +22.8% | +6.6% | +16.3% | +22.3% |
| YTD | +0.2% | +17.5% | -17.3% | -2.1% |
| 1Y | +7.9% | +30.9% | -23.0% | +2.4% |
| All | +22.5% | +365.8% | -343.3% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling