+116,875.2%
AMAT vs QCOM
+54,548.8%
+62,326.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -5.7% |
| 7D | -11.2% | -5.3% | -5.9% | -9.2% |
| 30D | -31.9% | -4.2% | -27.7% | -30.7% |
| 3M | -32.3% | +7.0% | -39.4% | -35.1% |
| 6M | -5.4% | +3.8% | -9.2% | -9.5% |
| YTD | +44.3% | +2.8% | +41.4% | +36.8% |
| 1Y | +61.4% | +2.3% | +59.1% | +53.5% |
| 3Y | +170.6% | +54.4% | +116.2% | +117.0% |
| 5Y | +156.4% | +23.7% | +132.8% | +129.3% |
| 10Y | +1,356.4% | +240.0% | +1,116.4% | +760.1% |
| All | +116,875.2% | +54,548.8% | +62,326.4% | +14,936.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling