+8.2%
QCOM vs AMDL
+87.1%
-78.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +26.8% | -23.1% | -1.9% |
| 7D | +5.8% | +10.3% | -4.5% | +1.5% |
| 30D | -2.3% | -38.3% | +36.0% | +4.4% |
| 3M | +2.7% | -8.7% | +11.4% | +0.1% |
| 6M | -21.0% | -14.4% | -6.6% | -24.8% |
| YTD | +1.8% | +206.9% | -205.1% | -28.1% |
| 1Y | +2.4% | +144.4% | -142.0% | -25.4% |
| All | +8.2% | +87.1% | -78.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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