-13.3%
QCOM vs BAH
+14.6%
-27.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.4% | +10.0% | +4.4% |
| 7D | +0.4% | -3.5% | +3.9% | -0.5% |
| 30D | -6.6% | +24.3% | -30.9% | -2.7% |
| 3M | +3.7% | +16.3% | -12.6% | +7.3% |
| 6M | -13.3% | +13.6% | -26.9% | -10.3% |
| All | -13.3% | +14.6% | -27.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 6mo: compounded portfolio wealth divided by compounded BAH 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…
6mo analysis · Full analysis span regression · 6 months rolling