+146.2%
QCOM vs AVTR
+1.7%
+144.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.6% |
| 7D | +3.3% | +2.7% | +0.7% | +2.4% |
| 30D | +7.7% | +12.1% | -4.4% | +3.6% |
| 3M | -30.1% | +57.2% | -87.3% | -41.1% |
| 6M | +22.8% | +73.1% | -50.2% | -0.7% |
| YTD | +0.2% | +30.6% | -30.4% | -11.1% |
| 1Y | +7.9% | +13.5% | -5.6% | -1.8% |
| 3Y | +55.8% | -31.0% | +86.8% | +62.7% |
| 5Y | +30.1% | -63.2% | +93.3% | +73.3% |
| All | +146.2% | +1.7% | +144.5% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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