+70.4%
QCOM vs AZO
+11.4%
+59.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +4.4% | -0.8% | +5.2% | +4.4% |
| 30D | +9.4% | -5.1% | +14.5% | +9.6% |
| 3M | -13.7% | -7.2% | -6.4% | -13.3% |
| 6M | +28.9% | -20.7% | +49.6% | +32.1% |
| YTD | +4.7% | -14.2% | +18.9% | +6.5% |
| 1Y | +13.5% | -32.2% | +45.7% | +19.4% |
| All | +70.4% | +11.4% | +59.1% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling