+13.5%
QCOM vs AON
-17.2%
+30.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | -0.2% |
| 7D | +4.4% | -7.9% | +12.3% | +0.8% |
| 30D | +9.4% | -14.6% | +24.0% | +2.5% |
| 3M | -13.7% | -7.9% | -5.8% | -15.0% |
| 6M | +28.9% | -8.0% | +36.9% | +28.5% |
| YTD | +4.7% | -13.2% | +18.0% | +3.9% |
| 1Y | +13.5% | -16.4% | +29.9% | +11.9% |
| All | +13.5% | -17.2% | +30.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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