+18.8%
QCOM vs AMRZ
-19.3%
+38.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +13.0% | -4.0% | +17.0% | +14.1% |
| 30D | +0.2% | +12.4% | -12.2% | -2.5% |
| 3M | +9.2% | -11.5% | +20.7% | +11.7% |
| 6M | -15.0% | -21.6% | +6.6% | -11.1% |
| YTD | +5.2% | -23.4% | +28.5% | +9.1% |
| 1Y | +2.4% | -17.2% | +19.5% | +3.7% |
| All | +18.8% | -19.3% | +38.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling