+281.8%
QCOM vs AMCR
+16.8%
+265.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +2.5% |
| 7D | +4.4% | -6.3% | +10.6% | +7.2% |
| 30D | +9.4% | -7.1% | +16.5% | +12.6% |
| 3M | -13.7% | +12.7% | -26.3% | -18.4% |
| 6M | +28.9% | +5.2% | +23.7% | +24.8% |
| YTD | +4.7% | +8.1% | -3.3% | -0.3% |
| 1Y | +13.5% | +11.7% | +1.8% | +6.2% |
| 3Y | +77.1% | +9.9% | +67.2% | +63.5% |
| 5Y | +38.9% | -8.7% | +47.6% | +39.7% |
| 10Y | +281.8% | +16.8% | +265.0% | +223.2% |
| All | +281.8% | +16.8% | +265.0% | +223.2% |
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