+302.0%
QCOM vs AMCR
+106.4%
+195.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.3% | -1.9% | +5.2% | +3.9% |
| 30D | +7.7% | -4.1% | +11.8% | +9.1% |
| 3M | -30.1% | +21.7% | -51.7% | -34.8% |
| 6M | +22.8% | +1.5% | +21.4% | +21.3% |
| YTD | +0.2% | +13.1% | -12.9% | -4.8% |
| 1Y | +7.9% | +16.5% | -8.7% | +1.3% |
| 3Y | +55.8% | +10.3% | +45.6% | +47.3% |
| 5Y | +30.1% | -7.7% | +37.7% | +30.2% |
| 10Y | +248.9% | +24.6% | +224.3% | +209.9% |
| All | +302.0% | +106.4% | +195.6% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling