+19.7%
QCOM vs AME
+79.2%
-59.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | -0.1% |
| 7D | +13.0% | +8.1% | +4.9% | +6.0% |
| 30D | +0.2% | -3.8% | +3.9% | +3.5% |
| 3M | +9.2% | -6.6% | +15.8% | +15.5% |
| 6M | -15.0% | +4.6% | -19.6% | -17.7% |
| YTD | +5.2% | +17.9% | -12.8% | -8.3% |
| 1Y | +2.4% | +23.2% | -20.9% | -13.9% |
| 3Y | +52.0% | +62.9% | -11.0% | -3.9% |
| 5Y | +19.7% | +77.5% | -57.8% | -31.0% |
| All | +19.7% | +79.2% | -59.5% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling