+6,351.7%
AMD vs QCOM
+219.9%
+6,131.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.5% | +5.5% | +7.0% |
| 7D | -11.0% | +0.4% | -11.4% | -10.4% |
| 30D | -30.5% | -6.6% | -23.9% | -26.0% |
| 3M | -8.2% | +3.7% | -11.9% | -10.0% |
| 6M | +6.6% | -13.3% | +19.9% | +15.7% |
| YTD | +109.7% | -1.8% | +111.5% | +104.6% |
| 1Y | +88.9% | -2.5% | +91.4% | +85.6% |
| 3Y | +301.8% | +47.0% | +254.9% | +187.2% |
| 5Y | +229.4% | +13.1% | +216.2% | +187.2% |
| All | +6,351.7% | +219.9% | +6,131.8% | +2,963.7% |
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 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