-55.4%
APP vs QCOM
-0.4%
-55.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.3% | +5.4% | +9.6% |
| 7D | +4.5% | -5.3% | +9.9% | +5.7% |
| 30D | -3.6% | -4.2% | +0.6% | -2.8% |
| 3M | -35.3% | +7.0% | -42.3% | -35.6% |
| 6M | -42.8% | +3.8% | -46.6% | -46.1% |
| YTD | -59.7% | +2.8% | -62.5% | -63.9% |
| 1Y | -55.4% | +2.3% | -57.6% | -59.8% |
| All | -55.4% | -0.4% | -55.0% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling