+36.2%
QCOM vs AIG
+53.5%
-17.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.0% | +5.2% | +4.0% |
| 7D | +5.1% | -1.6% | +6.6% | +5.7% |
| 30D | +4.3% | -5.2% | +9.5% | +6.6% |
| 3M | -19.6% | +1.5% | -21.1% | -20.7% |
| 6M | +29.5% | -3.9% | +33.4% | +30.4% |
| YTD | +3.4% | -11.6% | +15.0% | +7.9% |
| 1Y | +10.9% | -2.9% | +13.8% | +9.7% |
| 3Y | +74.8% | +33.7% | +41.0% | +44.8% |
| 5Y | +36.2% | +52.7% | -16.5% | +4.1% |
| All | +36.2% | +53.5% | -17.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling