+54.0%
QCOM vs AUR
-35.0%
+89.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | +11.1% | -6.8% | +2.6% |
| 30D | +9.4% | -6.9% | +16.2% | +10.3% |
| 3M | -13.7% | +5.5% | -19.2% | -14.7% |
| 6M | +28.9% | +41.0% | -12.1% | +21.1% |
| YTD | +4.7% | +69.3% | -64.5% | -4.5% |
| 1Y | +13.5% | +14.0% | -0.5% | +9.2% |
| 3Y | +77.1% | +90.1% | -13.0% | +43.6% |
| 5Y | +38.9% | -34.4% | +73.3% | +9.6% |
| All | +54.0% | -35.0% | +89.0% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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