+242.8%
QCOM vs AMC
-98.7%
+341.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.2% |
| 7D | +5.5% | +5.5% | 0.0% | +5.4% |
| 30D | -1.1% | +16.1% | -17.2% | -1.5% |
| 3M | +7.6% | +43.0% | -35.4% | +6.5% |
| 6M | -20.1% | +130.7% | -150.7% | -22.3% |
| YTD | +3.0% | +121.8% | -118.8% | 0.0% |
| 1Y | +3.2% | +40.7% | -37.4% | +1.5% |
| 3Y | +48.9% | -56.8% | +105.7% | +48.5% |
| 5Y | +21.1% | -99.1% | +120.2% | +26.7% |
| 10Y | +242.8% | -98.7% | +341.4% | +254.8% |
| All | +242.8% | -98.7% | +341.5% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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