+803.2%
APP vs QCOM
+51.7%
+751.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -4.0% |
| 7D | +61.1% | +5.5% | +55.6% | +56.4% |
| 30D | +42.8% | -1.1% | +43.9% | +42.6% |
| 3M | +16.7% | +7.6% | +9.1% | +12.3% |
| 6M | -15.6% | -20.1% | +4.5% | -12.8% |
| YTD | -41.3% | +3.0% | -44.3% | -48.0% |
| 1Y | -39.3% | +3.2% | -42.5% | -46.3% |
| 3Y | +803.2% | +48.9% | +754.3% | +494.8% |
| All | +803.2% | +51.7% | +751.5% | +494.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling