+13.5%
QCOM vs AMCR
+10.0%
+3.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +2.1% |
| 7D | +4.4% | -6.3% | +10.6% | +6.4% |
| 30D | +9.4% | -7.1% | +16.5% | +11.7% |
| 3M | -13.7% | +12.7% | -26.3% | -17.9% |
| 6M | +28.9% | +5.2% | +23.7% | +23.9% |
| YTD | +4.7% | +8.1% | -3.3% | +0.3% |
| 1Y | +13.5% | +11.7% | +1.8% | +8.3% |
| All | +13.5% | +10.0% | +3.5% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling