+52.1%
QCOM vs AMCR
+16.7%
+35.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +5.8% | -7.9% | +13.7% | +8.9% |
| 30D | -2.3% | +8.2% | -10.5% | -4.9% |
| 3M | +2.7% | -4.3% | +7.0% | +4.1% |
| 6M | -21.0% | +16.6% | -37.6% | -25.6% |
| YTD | +1.8% | +13.1% | -11.3% | -4.0% |
| 1Y | +2.4% | +14.4% | -12.0% | -3.9% |
| 3Y | +52.1% | +18.4% | +33.8% | +36.6% |
| All | +52.1% | +16.7% | +35.5% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling