+242.8%
QCOM vs APA
+0.4%
+242.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | +5.5% | -5.5% | +11.1% | +6.5% |
| 30D | -1.1% | -1.2% | 0.0% | -1.2% |
| 3M | +7.6% | +10.6% | -3.0% | +5.3% |
| 6M | -20.1% | +28.4% | -48.5% | -24.3% |
| YTD | +3.0% | +89.7% | -86.7% | -10.3% |
| 1Y | +3.2% | +90.6% | -87.3% | -10.3% |
| 3Y | +48.9% | +36.9% | +12.0% | +32.7% |
| 5Y | +21.1% | +83.2% | -62.2% | 0.0% |
| 10Y | +242.8% | -0.1% | +242.9% | +172.2% |
| All | +242.8% | +0.4% | +242.4% | +172.2% |
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