+50.6%
QCOM vs AUR
-57.9%
+108.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -2.1% |
| 7D | +4.3% | -4.5% | +8.8% | +5.0% |
| 30D | -0.1% | -16.6% | +16.5% | +2.6% |
| 3M | +5.2% | -38.5% | +43.7% | +13.1% |
| 6M | -18.4% | -49.9% | +31.5% | -9.7% |
| YTD | +2.4% | +9.6% | -7.2% | -0.2% |
| 1Y | +0.9% | +1.2% | -0.3% | -0.7% |
| 3Y | +48.4% | +128.8% | -80.4% | +18.4% |
| 5Y | +16.6% | -57.9% | +74.5% | +1.6% |
| All | +50.6% | -57.9% | +108.5% | +28.2% |
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