+22.8%
QCOM vs AON
-3.8%
+26.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | -0.7% |
| 7D | +3.3% | -9.1% | +12.4% | -3.1% |
| 30D | +7.7% | -10.2% | +17.9% | -0.1% |
| 3M | -30.1% | +0.5% | -30.6% | -26.0% |
| 6M | +22.8% | -4.8% | +27.7% | +31.2% |
| All | +22.8% | -3.8% | +26.6% | +31.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling