+281.8%
QCOM vs AIG
+63.9%
+217.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +4.4% | -1.4% | +5.8% | +4.9% |
| 30D | +9.4% | -3.3% | +12.7% | +10.6% |
| 3M | -13.7% | +2.2% | -15.8% | -14.8% |
| 6M | +28.9% | -2.1% | +31.0% | +28.8% |
| YTD | +4.7% | -11.2% | +15.9% | +8.1% |
| 1Y | +13.5% | -2.1% | +15.6% | +12.5% |
| 3Y | +77.1% | +34.4% | +42.7% | +55.3% |
| 5Y | +38.9% | +53.7% | -14.8% | +15.1% |
| 10Y | +281.8% | +64.4% | +217.4% | +177.6% |
| All | +281.8% | +63.9% | +217.9% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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