+36.2%
QCOM vs AUR
-34.2%
+70.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.7% | +0.5% | +2.7% |
| 7D | +5.1% | +19.2% | -14.2% | +2.1% |
| 30D | +4.3% | -7.8% | +12.1% | +5.3% |
| 3M | -19.6% | +4.0% | -23.6% | -20.4% |
| 6M | +29.5% | +45.0% | -15.5% | +21.1% |
| YTD | +3.4% | +69.5% | -66.2% | -5.8% |
| 1Y | +10.9% | +13.0% | -2.1% | +6.8% |
| 3Y | +74.8% | +90.4% | -15.6% | +41.7% |
| 5Y | +36.2% | -34.2% | +70.4% | +1.9% |
| All | +36.2% | -34.2% | +70.4% | +1.9% |
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