+47.0%
QCOM vs AMC
-71.5%
+118.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.4% |
| 7D | +0.4% | +2.6% | -2.2% | +0.3% |
| 30D | -6.6% | +9.0% | -15.6% | -6.9% |
| 3M | +3.7% | +22.2% | -18.5% | +2.7% |
| 6M | -13.3% | +91.5% | -104.8% | -16.9% |
| YTD | -1.8% | +101.3% | -103.1% | -6.6% |
| 1Y | -2.5% | +20.8% | -23.3% | -4.4% |
| 3Y | +47.0% | -71.3% | +118.3% | +53.7% |
| All | +47.0% | -71.5% | +118.4% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling