+88,869.0%
AAPL vs QCOM
+53,144.7%
+35,724.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | +3.3% | -3.2% | -0.9% |
| 30D | +3.0% | +7.7% | -4.7% | +0.7% |
| 3M | +2.9% | -30.1% | +33.0% | +12.2% |
| 6M | +22.1% | +22.8% | -0.7% | +11.1% |
| YTD | +18.0% | +0.2% | +17.8% | +13.5% |
| 1Y | +33.9% | +7.9% | +26.1% | +25.5% |
| 3Y | +71.2% | +55.8% | +15.3% | +41.3% |
| 5Y | +112.6% | +30.1% | +82.5% | +81.8% |
| 10Y | +1,198.8% | +248.9% | +949.9% | +724.6% |
| All | +88,869.0% | +53,144.7% | +35,724.4% | +20,649.3% |
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