+8.9%
QCOM vs AMDL
+102.5%
-93.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -17.6% | +14.9% | +1.0% |
| 7D | +4.3% | +37.2% | -32.9% | -3.6% |
| 30D | -0.1% | -24.0% | +24.0% | +1.7% |
| 3M | +5.2% | -1.0% | +6.2% | +0.2% |
| 6M | -18.4% | -3.2% | -15.1% | -24.8% |
| YTD | +2.4% | +232.2% | -229.8% | -29.4% |
| 1Y | +0.9% | +137.7% | -136.8% | -26.2% |
| All | +8.9% | +102.5% | -93.7% | -33.0% |
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