+620.3%
AMZN vs QCOM
+251.1%
+369.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.4% |
| 7D | +0.1% | +2.0% | -1.9% | -0.9% |
| 30D | +2.6% | +1.2% | +1.3% | +1.6% |
| 3M | -2.2% | +9.1% | -11.4% | -6.4% |
| 6M | -1.0% | -25.0% | +23.9% | +5.5% |
| YTD | +15.3% | +4.8% | +10.5% | +5.7% |
| 1Y | +6.9% | +3.6% | +3.3% | -1.7% |
| 3Y | +85.4% | +51.5% | +33.9% | +39.6% |
| 5Y | +53.3% | +19.7% | +33.6% | +24.1% |
| 10Y | +620.3% | +245.8% | +374.5% | +285.8% |
| All | +620.3% | +251.1% | +369.2% | +285.8% |
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