-13.3%
QCOM vs AMRZ
-23.2%
+9.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.4% | +6.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | -6.6% | +15.1% | -21.7% | -9.0% |
| 3M | +3.7% | -18.1% | +21.7% | +4.4% |
| 6M | -13.3% | -23.5% | +10.1% | -12.2% |
| All | -13.3% | -23.2% | +9.9% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling