+195.2%
AMD vs QCOM
+10.3%
+184.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | +3.3% | -0.8% | +0.5% |
| 30D | -0.9% | +7.7% | -8.6% | -5.5% |
| 3M | -8.7% | -30.1% | +21.3% | +12.2% |
| 6M | +136.3% | +22.8% | +113.5% | +103.6% |
| YTD | +123.0% | +0.2% | +122.8% | +109.1% |
| 1Y | +195.2% | +7.9% | +187.3% | +178.1% |
| All | +195.2% | +10.3% | +184.9% | +178.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling