+26.6%
QCOM vs AS
+120.4%
-93.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.8% |
| 7D | +3.3% | -4.9% | +8.2% | +4.6% |
| 30D | +7.7% | -19.6% | +27.3% | +13.5% |
| 3M | -30.1% | -14.4% | -15.7% | -27.5% |
| 6M | +22.8% | -20.1% | +43.0% | +28.8% |
| YTD | +0.2% | -20.9% | +21.1% | +5.1% |
| 1Y | +7.9% | -21.9% | +29.7% | +13.0% |
| All | +26.6% | +120.4% | -93.8% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling