+320.7%
QCOM vs AMCR
+103.0%
+217.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.5% | +2.3% |
| 7D | +2.0% | -8.5% | +10.4% | +5.0% |
| 30D | +1.2% | +6.8% | -5.5% | -1.0% |
| 3M | +9.1% | -5.0% | +14.1% | +10.8% |
| 6M | -25.0% | +13.9% | -38.9% | -28.5% |
| YTD | +4.8% | +11.2% | -6.4% | +0.1% |
| 1Y | +3.6% | +11.3% | -7.7% | -1.2% |
| 3Y | +51.5% | +15.4% | +36.1% | +41.1% |
| 5Y | +19.7% | -7.7% | +27.5% | +20.0% |
| 10Y | +245.8% | +20.2% | +225.6% | +208.6% |
| All | +320.7% | +103.0% | +217.7% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling