+97,410.9%
AAPL vs QCOM
+54,006.1%
+43,404.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.2% | +1.4% |
| 7D | +3.7% | +5.8% | -2.1% | +1.9% |
| 30D | +4.2% | -2.3% | +6.5% | +4.3% |
| 3M | +12.0% | +2.7% | +9.3% | +10.1% |
| 6M | +19.8% | -21.0% | +40.8% | +23.8% |
| YTD | +29.3% | +1.8% | +27.5% | +22.8% |
| 1Y | +31.1% | +2.4% | +28.7% | +24.1% |
| 3Y | +94.9% | +52.1% | +42.7% | +60.8% |
| 5Y | +138.1% | +14.6% | +123.4% | +109.6% |
| 10Y | +1,276.0% | +230.9% | +1,045.1% | +779.2% |
| All | +97,410.9% | +54,006.1% | +43,404.8% | +22,342.6% |
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