+227.0%
QCOM vs AMC
-98.1%
+325.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | +3.3% | +2.3% | +1.0% | +3.3% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | +35.2% | -65.3% | -30.9% |
| 6M | +22.8% | +124.6% | -101.7% | +19.1% |
| YTD | +0.2% | +69.9% | -69.7% | -2.2% |
| 1Y | +7.9% | -2.6% | +10.4% | +6.9% |
| 3Y | +55.8% | -79.8% | +135.6% | +58.0% |
| 5Y | +30.1% | -99.4% | +129.5% | +38.4% |
| 10Y | +248.9% | -98.9% | +347.8% | +270.9% |
| All | +227.0% | -98.1% | +325.1% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling