+216.5%
QCOM vs APA
0.0%
+216.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.9% | +5.1% |
| 7D | +0.4% | -15.5% | +15.9% | +3.1% |
| 30D | -6.6% | +2.4% | -9.0% | -7.2% |
| 3M | +3.7% | +22.8% | -19.1% | -0.4% |
| 6M | -13.3% | +17.9% | -31.3% | -16.7% |
| YTD | -1.8% | +87.7% | -89.5% | -14.3% |
| 1Y | -2.5% | +94.2% | -96.7% | -15.6% |
| 3Y | +47.0% | +27.2% | +19.8% | +32.7% |
| 5Y | +13.1% | +74.1% | -61.0% | -5.8% |
| All | +216.5% | 0.0% | +216.4% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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