+1,111.0%
AMAT vs QCOM
+203.2%
+907.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.5% | -4.1% | -7.1% |
| 7D | -24.3% | -15.5% | -8.8% | -15.1% |
| 30D | -39.8% | -13.4% | -26.4% | -33.6% |
| 3M | -40.2% | 0.0% | -40.2% | -41.3% |
| 6M | -22.1% | -15.2% | -6.9% | -17.7% |
| YTD | +24.7% | -6.9% | +31.6% | +19.8% |
| 1Y | +33.3% | -11.0% | +44.2% | +32.3% |
| 3Y | +133.9% | +39.8% | +94.1% | +65.0% |
| 5Y | +117.1% | +7.2% | +109.9% | +82.8% |
| All | +1,111.0% | +203.2% | +907.8% | +444.6% |
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 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