+24.1%
QCOM vs AS
+134.9%
-110.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +0.4% | +6.9% | -6.6% | -1.2% |
| 30D | -6.6% | +16.0% | -22.6% | -10.0% |
| 3M | +3.7% | -12.8% | +16.5% | +7.0% |
| 6M | -13.3% | -15.4% | +2.1% | -10.2% |
| YTD | -1.8% | -15.7% | +14.0% | +1.3% |
| 1Y | -2.5% | +6.1% | -8.6% | -5.2% |
| All | +24.1% | +134.9% | -110.7% | +3.4% |
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