+6,406.4%
AMD vs QCOM
+250.2%
+6,156.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.6% |
| 7D | +2.6% | +3.3% | -0.8% | +0.1% |
| 30D | -0.9% | +7.7% | -8.6% | -6.3% |
| 3M | -8.7% | -30.1% | +21.3% | +17.7% |
| 6M | +136.3% | +22.8% | +113.5% | +96.1% |
| YTD | +123.0% | +0.2% | +122.8% | +112.7% |
| 1Y | +195.2% | +7.9% | +187.3% | +164.6% |
| 3Y | +336.3% | +55.8% | +280.5% | +195.9% |
| 5Y | +334.5% | +30.1% | +304.4% | +242.4% |
| All | +6,406.4% | +250.2% | +6,156.2% | +2,653.2% |
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