+28.2%
QCOM vs AHR
+406.6%
-378.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | +2.0% | +5.1% | -3.1% | +1.6% |
| 30D | +1.2% | +12.8% | -11.5% | +0.4% |
| 3M | +9.1% | +13.0% | -3.8% | +8.2% |
| 6M | -25.0% | +18.7% | -43.7% | -26.0% |
| YTD | +4.8% | +27.8% | -22.9% | +1.8% |
| 1Y | +3.6% | +22.9% | -19.3% | +1.3% |
| All | +28.2% | +406.6% | -378.5% | -1.8% |
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