+51,781.0%
QCOM vs AJG
+12,697.3%
+39,083.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.0% | +7.2% | +4.6% |
| 7D | +5.1% | -3.8% | +8.8% | +6.4% |
| 30D | +4.3% | +1.6% | +2.7% | +3.4% |
| 3M | -19.6% | +18.6% | -38.3% | -25.5% |
| 6M | +29.5% | +10.9% | +18.6% | +21.7% |
| YTD | +3.4% | -2.0% | +5.3% | +1.3% |
| 1Y | +10.9% | -14.9% | +25.9% | +14.1% |
| 3Y | +74.8% | +13.4% | +61.4% | +57.3% |
| 5Y | +36.2% | +83.2% | -47.1% | +1.5% |
| 10Y | +263.7% | +484.3% | -220.5% | +77.0% |
| All | +51,781.0% | +12,697.3% | +39,083.7% | +10,372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling