+245.8%
QCOM vs AU
+817.3%
-571.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +1.9% |
| 7D | +2.0% | +4.7% | -2.7% | +1.5% |
| 30D | +1.2% | -1.5% | +2.8% | +1.3% |
| 3M | +9.1% | -5.0% | +14.1% | +9.4% |
| 6M | -25.0% | -13.5% | -11.5% | -24.4% |
| YTD | +4.8% | +11.7% | -6.9% | +3.5% |
| 1Y | +3.6% | +21.3% | -17.7% | +1.6% |
| 3Y | +51.5% | +545.0% | -493.5% | +33.8% |
| 5Y | +19.7% | +412.0% | -392.2% | +5.4% |
| 10Y | +245.8% | +899.1% | -653.3% | +211.3% |
| All | +245.8% | +817.3% | -571.4% | +211.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling