+446.2%
APP vs QCOM
+29.8%
+416.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.5% | +40.5% | +35.8% |
| 7D | +39.7% | -15.5% | +55.2% | +50.5% |
| 30D | +27.7% | -13.4% | +41.1% | +35.9% |
| 3M | -14.8% | 0.0% | -14.8% | -16.9% |
| 6M | -25.5% | -15.2% | -10.3% | -26.6% |
| YTD | -47.2% | -6.9% | -40.2% | -52.3% |
| 1Y | -42.3% | -11.0% | -31.3% | -46.4% |
| 3Y | +806.8% | +39.8% | +767.0% | +473.0% |
| 5Y | +261.6% | +7.2% | +254.4% | +175.7% |
| All | +446.2% | +29.8% | +416.4% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling