+620.8%
QCOM vs ASX
+2,764.3%
-2,143.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -20.8% | +11.3% | -2.8% |
| 7D | -15.5% | -33.3% | +17.8% | -4.0% |
| 30D | -13.4% | -36.5% | +23.1% | -0.6% |
| 3M | 0.0% | -19.2% | +19.2% | +5.7% |
| 6M | -15.2% | -10.2% | -5.0% | -13.9% |
| YTD | -6.9% | +86.5% | -93.4% | -25.5% |
| 1Y | -11.0% | +89.6% | -100.6% | -29.1% |
| 3Y | +39.8% | +298.6% | -258.9% | -11.7% |
| 5Y | +7.2% | +414.3% | -407.1% | -36.9% |
| 10Y | +207.7% | +711.1% | -503.4% | +55.1% |
| All | +620.8% | +2,764.3% | -2,143.5% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling