+230.9%
QCOM vs AME
+465.0%
-234.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +0.6% |
| 7D | +5.8% | -1.5% | +7.3% | +6.9% |
| 30D | -2.3% | -4.2% | +1.9% | +1.0% |
| 3M | +2.7% | -5.9% | +8.6% | +7.4% |
| 6M | -21.0% | +2.8% | -23.8% | -22.1% |
| YTD | +1.8% | +16.6% | -14.8% | -8.8% |
| 1Y | +2.4% | +22.1% | -19.7% | -11.2% |
| 3Y | +52.1% | +64.7% | -12.5% | +4.4% |
| 5Y | +14.6% | +76.6% | -61.9% | -24.9% |
| 10Y | +230.9% | +443.9% | -213.0% | +32.0% |
| All | +230.9% | +465.0% | -234.1% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling