+199.0%
AMD vs QCOM
+13.0%
+186.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.5% | +5.5% | +6.5% |
| 7D | -11.0% | +0.4% | -11.4% | -10.4% |
| 30D | -30.5% | -6.6% | -23.9% | -25.5% |
| 3M | -8.2% | +3.7% | -11.9% | -10.4% |
| 6M | +6.6% | -13.3% | +19.9% | +15.4% |
| YTD | +109.7% | -1.8% | +111.5% | +100.2% |
| 1Y | +88.9% | -2.5% | +91.4% | +81.8% |
| 3Y | +301.8% | +47.0% | +254.9% | +151.1% |
| All | +199.0% | +13.0% | +186.1% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling