+245.8%
QCOM vs AME
+437.3%
-191.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.3% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | +1.2% | -4.1% | +5.3% | +4.6% |
| 3M | +9.1% | -6.3% | +15.5% | +14.4% |
| 6M | -25.0% | +3.5% | -28.5% | -26.4% |
| YTD | +4.8% | +17.3% | -12.4% | -6.5% |
| 1Y | +3.6% | +22.0% | -18.4% | -10.2% |
| 3Y | +51.5% | +62.0% | -10.5% | +5.1% |
| 5Y | +19.7% | +78.5% | -58.8% | -22.3% |
| 10Y | +245.8% | +441.6% | -195.8% | +32.6% |
| All | +245.8% | +437.3% | -191.5% | +32.6% |
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