+250.3%
QCOM vs ASX
+863.2%
-612.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | -0.7% | +4.0% | +3.6% |
| 30D | +7.7% | +2.0% | +5.7% | +6.0% |
| 3M | -30.1% | -1.3% | -28.7% | -31.3% |
| 6M | +22.8% | +71.4% | -48.6% | -9.9% |
| YTD | +0.2% | +135.3% | -135.1% | -38.8% |
| 1Y | +7.9% | +267.5% | -259.6% | -48.8% |
| 3Y | +55.8% | +388.5% | -332.7% | -37.2% |
| 5Y | +30.1% | +417.1% | -387.0% | -50.8% |
| All | +250.3% | +863.2% | -612.8% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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