+1,210.4%
AAPL vs QCOM
+267.6%
+942.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -2.4% |
| 7D | -2.7% | +5.1% | -7.8% | -4.6% |
| 30D | +1.0% | +4.3% | -3.3% | -0.7% |
| 3M | +5.0% | -19.6% | +24.6% | +12.1% |
| 6M | +23.0% | +29.5% | -6.4% | +4.0% |
| YTD | +16.6% | +3.4% | +13.3% | +8.0% |
| 1Y | +33.4% | +10.9% | +22.5% | +18.8% |
| 3Y | +79.9% | +74.8% | +5.1% | +24.6% |
| 5Y | +109.0% | +36.2% | +72.8% | +55.7% |
| 10Y | +1,210.4% | +263.7% | +946.7% | +536.4% |
| All | +1,210.4% | +267.6% | +942.8% | +536.4% |
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