+234.2%
QCOM vs AR
-32.8%
+267.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -9.2% |
| 7D | -15.5% | -11.7% | -3.8% | -14.3% |
| 30D | -13.4% | +1.8% | -15.3% | -13.7% |
| 3M | 0.0% | +6.0% | -5.9% | -0.9% |
| 6M | -15.2% | -7.0% | -8.2% | -15.0% |
| YTD | -6.9% | +5.6% | -12.5% | -8.5% |
| 1Y | -11.0% | +10.8% | -21.8% | -13.1% |
| 3Y | +39.8% | +19.3% | +20.4% | +33.7% |
| 5Y | +7.2% | +73.3% | -66.1% | -2.7% |
| 10Y | +207.7% | +47.6% | +160.1% | +164.3% |
| All | +234.2% | -32.8% | +267.0% | +201.3% |
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