+7.9%
QCOM vs AME
+29.8%
-21.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.0% |
| 7D | +3.3% | +0.6% | +2.7% | +2.8% |
| 30D | +7.7% | -6.7% | +14.4% | +13.2% |
| 3M | -30.1% | +4.1% | -34.1% | -31.8% |
| 6M | +22.8% | +1.6% | +21.3% | +20.7% |
| YTD | +0.2% | +16.1% | -16.0% | -8.1% |
| 1Y | +7.9% | +27.3% | -19.5% | -5.7% |
| All | +7.9% | +29.8% | -21.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling