+282.9%
QCOM vs AJG
+473.1%
-190.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.3% |
| 7D | +7.8% | -8.3% | +16.1% | +11.2% |
| 30D | +12.2% | -5.7% | +17.9% | +14.3% |
| 3M | -9.9% | +9.1% | -18.9% | -14.5% |
| 6M | +36.9% | +15.2% | +21.7% | +25.2% |
| YTD | +8.0% | -6.3% | +14.3% | +8.4% |
| 1Y | +15.0% | -19.1% | +34.1% | +23.5% |
| 3Y | +75.8% | +8.2% | +67.6% | +53.4% |
| 5Y | +42.2% | +75.6% | -33.5% | -9.1% |
| All | +282.9% | +473.1% | -190.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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