+11.2%
QCOM vs AME
+66.2%
-55.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +3.4% |
| 7D | +0.4% | -5.2% | +5.5% | +4.7% |
| 30D | -6.6% | -8.0% | +1.4% | +0.2% |
| 3M | +3.7% | -8.9% | +12.6% | +11.9% |
| 6M | -13.3% | -5.0% | -8.3% | -9.4% |
| YTD | -1.8% | +11.9% | -13.7% | -10.5% |
| 1Y | -2.5% | +16.6% | -19.1% | -14.2% |
| 3Y | +47.0% | +62.5% | -15.5% | -7.5% |
| All | +11.2% | +66.2% | -55.1% | -33.5% |
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