+245.8%
QCOM vs AMT
+134.0%
+111.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.0% | -2.4% | +4.3% | +2.6% |
| 30D | +1.2% | +4.2% | -3.0% | -0.1% |
| 3M | +9.1% | +13.4% | -4.3% | +5.1% |
| 6M | -25.0% | +9.4% | -34.4% | -27.7% |
| YTD | +4.8% | +11.7% | -6.8% | 0.0% |
| 1Y | +3.6% | +7.1% | -3.5% | +0.1% |
| 3Y | +51.5% | +15.1% | +36.4% | +35.7% |
| 5Y | +19.7% | -17.9% | +37.6% | +20.8% |
| 10Y | +245.8% | +133.5% | +112.3% | +177.6% |
| All | +245.8% | +134.0% | +111.8% | +177.6% |
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