+1,276.0%
AAPL vs QCOM
+237.1%
+1,038.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.2% | +1.1% |
| 7D | +3.7% | +5.8% | -2.1% | +1.3% |
| 30D | +4.2% | -2.3% | +6.5% | +4.3% |
| 3M | +12.0% | +2.7% | +9.3% | +9.3% |
| 6M | +19.8% | -21.0% | +40.8% | +24.6% |
| YTD | +29.3% | +1.8% | +27.5% | +18.9% |
| 1Y | +31.1% | +2.4% | +28.7% | +20.0% |
| 3Y | +94.9% | +52.1% | +42.7% | +41.6% |
| 5Y | +138.1% | +14.6% | +123.4% | +89.2% |
| 10Y | +1,276.0% | +230.9% | +1,045.1% | +562.8% |
| All | +1,276.0% | +237.1% | +1,038.9% | +562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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