+95,097.5%
AAPL vs QCOM
+52,093.9%
+43,003.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -2.1% |
| 7D | -0.7% | +0.4% | -1.0% | -0.9% |
| 30D | +1.7% | -6.6% | +8.3% | +3.1% |
| 3M | +9.7% | +3.7% | +6.0% | +7.5% |
| 6M | +19.3% | -13.3% | +32.6% | +19.9% |
| YTD | +26.3% | -1.8% | +28.1% | +21.1% |
| 1Y | +27.4% | -2.5% | +29.9% | +22.3% |
| 3Y | +93.6% | +47.0% | +46.6% | +61.3% |
| 5Y | +131.7% | +13.1% | +118.6% | +104.8% |
| 10Y | +1,268.5% | +224.7% | +1,043.8% | +779.3% |
| All | +95,097.5% | +52,093.9% | +43,003.6% | +22,031.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling