+52.4%
QCOM vs AZO
+20.3%
+32.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +13.0% | -1.7% | +14.7% | +13.0% |
| 30D | +0.2% | +12.4% | -12.2% | +0.1% |
| 3M | +9.2% | +6.8% | +2.4% | +9.3% |
| 6M | -15.0% | -4.6% | -10.4% | -14.0% |
| YTD | +5.2% | -4.1% | +9.3% | +6.8% |
| 1Y | +2.4% | -14.2% | +16.5% | +5.0% |
| All | +52.4% | +20.3% | +32.1% | +52.3% |
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