+216.5%
QCOM vs AMT
+113.8%
+102.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.2% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | -6.6% | +13.6% | -20.2% | -10.1% |
| 3M | +3.7% | +11.5% | -7.8% | +0.3% |
| 6M | -13.3% | +6.9% | -20.3% | -15.9% |
| YTD | -1.8% | +10.8% | -12.6% | -6.1% |
| 1Y | -2.5% | +10.3% | -12.8% | -6.7% |
| 3Y | +47.0% | +12.4% | +34.6% | +32.8% |
| 5Y | +13.1% | -20.1% | +33.2% | +15.2% |
| All | +216.5% | +113.8% | +102.7% | +155.9% |
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