+36.2%
QCOM vs AON
+13.7%
+22.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.4% | +3.6% |
| 7D | +5.1% | -3.2% | +8.3% | +5.7% |
| 30D | +4.3% | -11.9% | +16.1% | +6.8% |
| 3M | -19.6% | -2.9% | -16.8% | -20.2% |
| 6M | +29.5% | -6.8% | +36.3% | +29.8% |
| YTD | +3.4% | -10.1% | +13.4% | +4.7% |
| 1Y | +10.9% | -14.2% | +25.1% | +14.3% |
| 3Y | +74.8% | -3.3% | +78.0% | +67.0% |
| 5Y | +36.2% | +13.6% | +22.6% | +10.2% |
| All | +36.2% | +13.7% | +22.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling