+272.2%
QCOM vs AZO
+297.5%
-25.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +4.9% | -2.9% | +7.8% | +5.9% |
| 30D | +9.3% | -5.3% | +14.6% | +11.1% |
| 3M | -7.0% | -7.3% | +0.4% | -5.4% |
| 6M | +32.0% | -22.7% | +54.7% | +42.0% |
| YTD | +5.0% | -15.0% | +20.1% | +8.9% |
| 1Y | +13.6% | -32.2% | +45.8% | +26.9% |
| 3Y | +77.6% | +10.0% | +67.6% | +62.8% |
| 5Y | +38.2% | +85.8% | -47.6% | +1.2% |
| All | +272.2% | +297.5% | -25.3% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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