+15.0%
QCOM vs AJG
-17.2%
+32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +2.4% |
| 7D | +7.8% | -8.3% | +16.1% | +4.5% |
| 30D | +12.2% | -5.7% | +17.9% | +9.9% |
| 3M | -9.9% | +9.1% | -18.9% | -5.8% |
| 6M | +36.9% | +15.2% | +21.7% | +45.7% |
| YTD | +8.0% | -6.3% | +14.3% | +14.8% |
| 1Y | +15.0% | -19.1% | +34.1% | +23.5% |
| All | +15.0% | -17.2% | +32.2% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling