+230.9%
QCOM vs ARWR
+921.6%
-690.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -15.3% | +19.0% | +5.7% |
| 7D | +5.8% | -17.3% | +23.1% | +8.3% |
| 30D | -2.3% | -21.5% | +19.2% | +0.7% |
| 3M | +2.7% | -43.8% | +46.5% | +10.3% |
| 6M | -21.0% | -32.3% | +11.2% | -17.5% |
| YTD | +1.8% | -25.8% | +27.6% | +4.6% |
| 1Y | +2.4% | +25.5% | -23.1% | -2.5% |
| 3Y | +52.1% | +84.1% | -32.0% | +30.2% |
| 5Y | +14.6% | -39.2% | +53.9% | +7.6% |
| 10Y | +230.9% | +1,072.4% | -841.5% | +141.7% |
| All | +230.9% | +921.6% | -690.7% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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