+39.3%
QCOM vs AMT
+13.5%
+25.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.4% | -9.0% | -9.5% |
| 7D | -15.5% | +4.4% | -19.8% | -15.1% |
| 30D | -13.4% | +17.7% | -31.1% | -12.0% |
| 3M | 0.0% | +16.7% | -16.6% | +1.6% |
| 6M | -15.2% | +11.1% | -26.3% | -14.2% |
| YTD | -6.9% | +13.9% | -20.8% | -5.5% |
| 1Y | -11.0% | +12.5% | -23.5% | -9.7% |
| All | +39.3% | +13.5% | +25.7% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling