+51,614.1%
QCOM vs AME
+18,172.8%
+33,441.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.5% | -4.1% | +9.7% | +7.8% |
| 30D | -1.1% | -4.1% | +3.0% | +1.2% |
| 3M | +7.6% | -5.6% | +13.2% | +10.8% |
| 6M | -20.1% | +2.8% | -22.9% | -20.7% |
| YTD | +3.0% | +16.6% | -13.6% | -4.0% |
| 1Y | +3.2% | +21.1% | -17.8% | -5.6% |
| 3Y | +48.9% | +61.1% | -12.2% | +18.1% |
| 5Y | +21.1% | +76.6% | -55.5% | -7.2% |
| 10Y | +242.8% | +431.3% | -188.5% | +60.1% |
| All | +51,614.1% | +18,172.8% | +33,441.3% | +7,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling