+47.3%
QCOM vs AUR
-36.6%
+83.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +3.3% | +8.7% | -5.4% | +1.8% |
| 30D | +7.7% | -5.2% | +12.9% | +8.3% |
| 3M | -30.1% | -7.3% | -22.7% | -29.5% |
| 6M | +22.8% | +41.2% | -18.4% | +15.4% |
| YTD | +0.2% | +65.1% | -64.9% | -8.3% |
| 1Y | +7.9% | +13.4% | -5.6% | +3.8% |
| 3Y | +55.8% | +98.1% | -42.3% | +25.6% |
| 5Y | +30.1% | -36.0% | +66.1% | +3.1% |
| All | +47.3% | -36.6% | +83.9% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling