+5,710.3%
AMD vs QCOM
+203.2%
+5,507.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.5% | -7.8% | -10.3% |
| 7D | -28.6% | -15.5% | -13.1% | -18.7% |
| 30D | -37.7% | -13.4% | -24.3% | -30.1% |
| 3M | -16.1% | 0.0% | -16.2% | -15.7% |
| 6M | +13.8% | -15.2% | +29.0% | +25.7% |
| YTD | +88.8% | -6.9% | +95.8% | +91.2% |
| 1Y | +57.8% | -11.0% | +68.7% | +65.5% |
| 3Y | +260.3% | +39.8% | +220.5% | +166.6% |
| 5Y | +196.6% | +7.2% | +189.4% | +168.4% |
| All | +5,710.3% | +203.2% | +5,507.2% | +2,763.2% |
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