+17.6%
QCOM vs AS
+133.7%
-116.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -8.9% |
| 7D | -15.5% | +7.1% | -22.6% | -16.8% |
| 30D | -13.4% | +12.8% | -26.2% | -16.0% |
| 3M | 0.0% | -14.7% | +14.8% | +3.8% |
| 6M | -15.2% | -9.9% | -5.3% | -13.6% |
| YTD | -6.9% | -16.1% | +9.2% | -3.9% |
| 1Y | -11.0% | +0.2% | -11.1% | -12.2% |
| All | +17.6% | +133.7% | -116.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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