+216.5%
QCOM vs AR
+44.3%
+172.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.6% |
| 7D | +0.4% | -14.3% | +14.6% | +2.1% |
| 30D | -6.6% | +1.4% | -8.0% | -6.9% |
| 3M | +3.7% | +3.4% | +0.3% | +3.0% |
| 6M | -13.3% | -2.1% | -11.3% | -13.6% |
| YTD | -1.8% | +4.7% | -6.5% | -3.4% |
| 1Y | -2.5% | +10.6% | -13.1% | -4.9% |
| 3Y | +47.0% | +24.6% | +22.4% | +39.9% |
| 5Y | +13.1% | +71.9% | -58.8% | +2.8% |
| All | +216.5% | +44.3% | +172.2% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling