+247.2%
AMAT vs QCOM
+30.0%
+217.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | +3.3% | -4.8% | -3.8% |
| 30D | -14.8% | +7.7% | -22.5% | -19.4% |
| 3M | -9.3% | -30.1% | +20.8% | +15.7% |
| 6M | +27.4% | +22.8% | +4.6% | +0.8% |
| YTD | +77.6% | +0.2% | +77.4% | +63.2% |
| 1Y | +188.9% | +7.9% | +181.1% | +147.6% |
| 3Y | +202.3% | +55.8% | +146.5% | +89.0% |
| All | +247.2% | +30.0% | +217.2% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling