+235.6%
QCOM vs AMC
-97.4%
+333.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.3% | -2.0% | +5.1% |
| 7D | -5.3% | +17.7% | -23.1% | -5.8% |
| 30D | -4.2% | +26.2% | -30.4% | -4.8% |
| 3M | +7.0% | +31.3% | -24.3% | +6.1% |
| 6M | +3.8% | +142.8% | -139.0% | +0.5% |
| YTD | +2.8% | +125.6% | -122.8% | -0.5% |
| 1Y | +2.3% | +40.2% | -37.9% | +0.4% |
| 3Y | +54.4% | -67.2% | +121.6% | +55.0% |
| 5Y | +23.7% | -99.1% | +122.8% | +30.3% |
| 10Y | +240.0% | -98.5% | +338.5% | +260.3% |
| All | +235.6% | -97.4% | +333.1% | +218.0% |
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