+19.7%
QCOM vs AUR
-53.5%
+73.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +2.0% | +12.7% | -10.8% | 0.0% |
| 30D | +1.2% | -18.7% | +20.0% | +4.3% |
| 3M | +9.1% | -33.8% | +42.9% | +15.9% |
| 6M | -25.0% | -36.6% | +11.7% | -20.1% |
| YTD | +4.8% | +19.8% | -15.0% | +0.7% |
| 1Y | +3.6% | +8.0% | -4.4% | +0.9% |
| 3Y | +51.5% | +153.4% | -102.0% | +18.7% |
| 5Y | +19.7% | -54.0% | +73.7% | +2.2% |
| All | +19.7% | -53.5% | +73.3% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling