+242.6%
QCOM vs AMT
+136.5%
+106.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | +4.3% | +1.5% | +2.8% | +3.8% |
| 30D | -0.1% | +6.8% | -6.9% | -2.0% |
| 3M | +5.2% | +11.2% | -6.0% | +1.9% |
| 6M | -18.4% | +12.5% | -30.8% | -21.9% |
| YTD | +2.4% | +12.5% | -10.1% | -2.5% |
| 1Y | +0.9% | +10.1% | -9.2% | -3.4% |
| 3Y | +48.4% | +16.0% | +32.4% | +32.6% |
| 5Y | +16.6% | -17.2% | +33.7% | +17.3% |
| All | +242.6% | +136.5% | +106.2% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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