+500.0%
APP vs QCOM
+36.9%
+463.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.5% | +4.3% | +7.1% |
| 7D | +71.2% | +0.4% | +70.8% | +68.7% |
| 30D | +39.1% | -6.6% | +45.7% | +42.6% |
| 3M | +16.5% | +3.7% | +12.9% | +12.2% |
| 6M | -16.6% | -13.3% | -3.2% | -18.1% |
| YTD | -41.9% | -1.8% | -40.2% | -48.9% |
| 1Y | -37.0% | -2.5% | -34.5% | -44.3% |
| 3Y | +892.4% | +47.0% | +845.5% | +512.7% |
| 5Y | +297.3% | +13.1% | +284.2% | +195.2% |
| All | +500.0% | +36.9% | +463.1% | +301.8% |
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