+272.2%
QCOM vs AU
+694.8%
-422.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.6% |
| 7D | +4.9% | -7.0% | +11.9% | +5.6% |
| 30D | +9.3% | +7.3% | +2.0% | +8.5% |
| 3M | -7.0% | +33.2% | -40.2% | -9.5% |
| 6M | +32.0% | -0.6% | +32.6% | +31.3% |
| YTD | +5.0% | +26.2% | -21.1% | +2.6% |
| 1Y | +13.6% | +68.3% | -54.7% | +8.8% |
| 3Y | +77.6% | +592.1% | -514.5% | +55.6% |
| 5Y | +38.2% | +685.3% | -647.0% | +20.0% |
| All | +272.2% | +694.8% | -422.7% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling