+261.9%
AMD vs QCOM
+39.2%
+222.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.5% | -7.8% | -10.2% |
| 7D | -28.6% | -15.5% | -13.1% | -18.5% |
| 30D | -37.7% | -13.4% | -24.3% | -30.0% |
| 3M | -16.1% | 0.0% | -16.2% | -15.6% |
| 6M | +13.8% | -15.2% | +29.0% | +25.0% |
| YTD | +88.8% | -6.9% | +95.8% | +89.1% |
| 1Y | +57.8% | -11.0% | +68.7% | +64.1% |
| All | +261.9% | +39.2% | +222.7% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling