+254.0%
QCOM vs APA
-3.2%
+257.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +3.3% | +0.5% | +2.8% | +3.2% |
| 30D | +7.7% | +23.4% | -15.7% | +3.7% |
| 3M | -30.1% | +12.7% | -42.8% | -31.9% |
| 6M | +22.8% | +39.4% | -16.6% | +13.9% |
| YTD | +0.2% | +79.0% | -78.8% | -11.5% |
| 1Y | +7.9% | +88.8% | -81.0% | -6.2% |
| 3Y | +55.8% | +6.4% | +49.5% | +45.4% |
| 5Y | +30.1% | +153.0% | -122.9% | +2.3% |
| All | +254.0% | -3.2% | +257.2% | +178.1% |
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