-1.1%
QCOM vs AMDL
+20.7%
-21.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -34.9% | +25.4% | -2.2% |
| 7D | -15.5% | -52.7% | +37.3% | -2.8% |
| 30D | -13.4% | -65.3% | +51.9% | +5.1% |
| 3M | 0.0% | -40.8% | +40.9% | +7.7% |
| 6M | -15.2% | -12.9% | -2.3% | -19.1% |
| YTD | -6.9% | +98.0% | -104.9% | -27.4% |
| 1Y | -11.0% | +30.1% | -41.1% | -25.5% |
| All | -1.1% | +20.7% | -21.8% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling