+30.9%
QCOM vs AMT
-31.6%
+62.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +7.7% | +4.6% | +3.1% | +7.0% |
| 3M | -30.1% | -8.4% | -21.6% | -29.1% |
| 6M | +22.8% | -6.0% | +28.9% | +23.6% |
| YTD | +0.2% | +2.1% | -1.9% | -1.0% |
| 1Y | +7.9% | -6.4% | +14.2% | +8.3% |
| 3Y | +55.8% | +8.1% | +47.8% | +41.7% |
| All | +30.9% | -31.6% | +62.4% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling