+259.8%
QCOM vs AR
-27.2%
+287.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +3.3% | +2.5% | +0.8% | +3.0% |
| 30D | +7.7% | +14.8% | -7.1% | +5.9% |
| 3M | -30.1% | +6.2% | -36.3% | -30.7% |
| 6M | +22.8% | +4.3% | +18.6% | +21.5% |
| YTD | +0.2% | +14.4% | -14.2% | -2.2% |
| 1Y | +7.9% | +21.3% | -13.5% | +4.4% |
| 3Y | +55.8% | +39.8% | +16.0% | +46.7% |
| 5Y | +30.1% | +142.1% | -112.0% | +14.4% |
| 10Y | +248.9% | +52.0% | +196.8% | +199.0% |
| All | +259.8% | -27.2% | +287.0% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling