+295.9%
APP vs QCOM
+14.8%
+281.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +2.9% |
| 7D | +79.2% | +5.8% | +73.4% | +71.7% |
| 30D | +48.0% | -2.3% | +50.3% | +48.4% |
| 3M | +18.2% | +2.7% | +15.5% | +14.4% |
| 6M | -12.5% | -21.0% | +8.5% | -8.0% |
| YTD | -39.2% | +1.8% | -41.0% | -47.8% |
| 1Y | -33.9% | +2.4% | -36.3% | -43.5% |
| 3Y | +933.3% | +52.1% | +881.1% | +501.1% |
| 5Y | +295.9% | +14.6% | +281.2% | +175.3% |
| All | +295.9% | +14.8% | +281.1% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling