+527.5%
APP vs QCOM
+42.8%
+484.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.6% | +6.6% | +5.2% |
| 7D | +4.6% | +4.3% | +0.3% | +2.3% |
| 30D | +56.0% | -0.1% | +56.1% | +54.4% |
| 3M | +30.8% | +5.2% | +25.6% | +25.0% |
| 6M | -9.8% | -18.4% | +8.6% | -6.0% |
| YTD | -39.3% | +2.4% | -41.7% | -47.7% |
| 1Y | -26.4% | +0.9% | -27.3% | -36.0% |
| 3Y | +887.9% | +48.4% | +839.5% | +509.9% |
| 5Y | +264.1% | +16.6% | +247.5% | +165.5% |
| All | +527.5% | +42.8% | +484.7% | +311.1% |
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 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