-42.8%
APP vs QCOM
-1.4%
-41.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.3% | +5.4% | +9.7% |
| 7D | +4.5% | -5.3% | +9.9% | +5.5% |
| 30D | -3.6% | -4.2% | +0.6% | -3.0% |
| 3M | -35.3% | +7.0% | -42.3% | -35.1% |
| 6M | -42.8% | +3.8% | -46.6% | -39.6% |
| All | -42.8% | -1.4% | -41.4% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling