+254.0%
QCOM vs AME
+419.5%
-165.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -1.0% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | +7.7% | -6.7% | +14.4% | +13.0% |
| 3M | -30.1% | +4.1% | -34.1% | -31.9% |
| 6M | +22.8% | +1.6% | +21.3% | +21.6% |
| YTD | +0.2% | +16.1% | -16.0% | -10.1% |
| 1Y | +7.9% | +27.3% | -19.5% | -9.6% |
| 3Y | +55.8% | +50.9% | +5.0% | +14.0% |
| 5Y | +30.1% | +81.4% | -51.3% | -16.3% |
| All | +254.0% | +419.5% | -165.5% | +43.1% |
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