+1,362.0%
AMAT vs QCOM
+244.1%
+1,117.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +19.3% | +13.0% | +6.3% | +10.0% |
| 30D | -17.9% | +0.2% | -18.1% | -17.9% |
| 3M | -30.4% | +9.2% | -39.6% | -35.5% |
| 6M | -11.4% | -15.0% | +3.6% | -4.8% |
| YTD | +48.8% | +5.2% | +43.6% | +31.8% |
| 1Y | +66.0% | +2.4% | +63.7% | +50.1% |
| 3Y | +158.8% | +52.0% | +106.9% | +73.0% |
| 5Y | +153.2% | +19.7% | +133.4% | +98.2% |
| All | +1,362.0% | +244.1% | +1,117.9% | +483.2% |
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