+54.3%
QCOM vs AME
+50.7%
+3.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.9% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | +7.7% | -6.7% | +14.4% | +12.9% |
| 3M | -30.1% | +4.1% | -34.1% | -31.8% |
| 6M | +22.8% | +1.6% | +21.3% | +21.5% |
| YTD | +0.2% | +16.1% | -16.0% | -9.3% |
| 1Y | +7.9% | +27.3% | -19.5% | -8.3% |
| All | +54.3% | +50.7% | +3.5% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling