+13.5%
QCOM vs AIG
-2.4%
+15.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.4% |
| 7D | +4.4% | -1.4% | +5.8% | +4.3% |
| 30D | +9.4% | -3.3% | +12.7% | +9.1% |
| 3M | -13.7% | +2.2% | -15.8% | -13.7% |
| 6M | +28.9% | -2.1% | +31.0% | +29.3% |
| YTD | +4.7% | -11.2% | +15.9% | +5.3% |
| 1Y | +13.5% | -2.1% | +15.6% | +12.1% |
| All | +13.5% | -2.4% | +15.8% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling