+132.8%
AMAT vs QCOM
+39.2%
+93.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.5% | -4.1% | -7.7% |
| 7D | -24.3% | -15.5% | -8.8% | -16.0% |
| 30D | -39.8% | -13.4% | -26.4% | -34.2% |
| 3M | -40.2% | 0.0% | -40.2% | -41.2% |
| 6M | -22.1% | -15.2% | -6.9% | -18.5% |
| YTD | +24.7% | -6.9% | +31.6% | +19.5% |
| 1Y | +33.3% | -11.0% | +44.2% | +32.3% |
| All | +132.8% | +39.2% | +93.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling