+560.6%
QCOM vs AMP
+1,969.7%
-1,409.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +5.5% | +3.3% | +2.2% | +4.3% |
| 30D | -1.1% | +4.2% | -5.4% | -2.7% |
| 3M | +7.6% | -6.4% | +14.0% | +10.3% |
| 6M | -20.1% | +12.4% | -32.5% | -24.4% |
| YTD | +3.0% | +7.4% | -4.4% | -1.0% |
| 1Y | +3.2% | +14.7% | -11.5% | -3.4% |
| 3Y | +48.9% | +60.8% | -11.9% | +21.9% |
| 5Y | +21.1% | +83.4% | -62.4% | -5.7% |
| 10Y | +242.8% | +473.5% | -230.8% | +65.2% |
| All | +560.6% | +1,969.7% | -1,409.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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