+1,162.1%
AMAT vs QCOM
+219.9%
+942.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | +0.5% |
| 7D | -14.7% | +0.4% | -15.1% | -14.8% |
| 30D | -36.1% | -6.6% | -29.5% | -33.1% |
| 3M | -36.9% | +3.7% | -40.5% | -39.5% |
| 6M | -22.2% | -13.3% | -8.9% | -19.0% |
| YTD | +29.9% | -1.8% | +31.7% | +20.3% |
| 1Y | +43.3% | -2.5% | +45.8% | +33.4% |
| 3Y | +142.7% | +47.0% | +95.7% | +65.4% |
| 5Y | +126.2% | +13.1% | +113.1% | +83.7% |
| All | +1,162.1% | +219.9% | +942.2% | +447.0% |
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