-35.9%
APP vs QCOM
+10.3%
-46.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | +3.3% | -2.4% | +0.4% |
| 30D | -23.3% | +7.7% | -31.0% | -24.1% |
| 3M | -42.6% | -30.1% | -12.6% | -40.6% |
| 6M | -33.6% | +22.8% | -56.4% | -42.0% |
| YTD | -52.4% | +0.2% | -52.6% | -56.2% |
| 1Y | -35.9% | +7.9% | -43.7% | -39.1% |
| All | -35.9% | +10.3% | -46.2% | -39.1% |
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