+52.1%
QCOM vs ASX
+366.1%
-313.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | -0.8% |
| 7D | +5.8% | -12.3% | +18.1% | +12.0% |
| 30D | -2.3% | -26.0% | +23.7% | +12.3% |
| 3M | +2.7% | -8.1% | +10.8% | +3.8% |
| 6M | -21.0% | +1.4% | -22.4% | -26.4% |
| YTD | +1.8% | +115.6% | -113.8% | -39.8% |
| 1Y | +2.4% | +128.0% | -125.6% | -41.7% |
| 3Y | +52.1% | +371.4% | -319.3% | -49.8% |
| All | +52.1% | +366.1% | -313.9% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling