+39.3%
QCOM vs AR
+20.9%
+18.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -9.1% |
| 7D | -15.5% | -11.7% | -3.8% | -14.2% |
| 30D | -13.4% | +1.8% | -15.3% | -13.9% |
| 3M | 0.0% | +6.0% | -5.9% | -1.3% |
| 6M | -15.2% | -7.0% | -8.2% | -14.7% |
| YTD | -6.9% | +5.6% | -12.5% | -9.7% |
| 1Y | -11.0% | +10.8% | -21.8% | -14.9% |
| All | +39.3% | +20.9% | +18.3% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling