+242.6%
QCOM vs AMCR
+18.6%
+224.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | +4.3% | -2.4% | +6.7% | +5.3% |
| 30D | -0.1% | +3.6% | -3.7% | -1.7% |
| 3M | +5.2% | -4.2% | +9.4% | +6.9% |
| 6M | -18.4% | +15.5% | -33.9% | -23.9% |
| YTD | +2.4% | +9.7% | -7.3% | -3.3% |
| 1Y | +0.9% | +8.3% | -7.4% | -4.2% |
| 3Y | +48.4% | +15.4% | +33.0% | +34.1% |
| 5Y | +16.6% | -9.1% | +25.7% | +17.3% |
| All | +242.6% | +18.6% | +224.0% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling