+47.0%
QCOM vs AIG
+30.9%
+16.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.5% | +6.5% |
| 7D | +0.4% | -5.1% | +5.4% | +1.6% |
| 30D | -6.6% | +2.8% | -9.4% | -7.6% |
| 3M | +3.7% | -2.1% | +5.8% | +4.0% |
| 6M | -13.3% | +1.4% | -14.7% | -14.3% |
| YTD | -1.8% | -7.4% | +5.6% | +0.4% |
| 1Y | -2.5% | +4.4% | -6.9% | -6.0% |
| 3Y | +47.0% | +30.0% | +17.0% | +28.5% |
| All | +47.0% | +30.9% | +16.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling