+242.6%
QCOM vs APA
+8.7%
+233.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.3% | -2.9% |
| 7D | +4.3% | +8.5% | -4.3% | +2.8% |
| 30D | -0.1% | +2.8% | -2.9% | -0.8% |
| 3M | +5.2% | +21.7% | -16.5% | +1.3% |
| 6M | -18.4% | +32.6% | -51.0% | -23.1% |
| YTD | +2.4% | +103.7% | -101.3% | -11.9% |
| 1Y | +0.9% | +101.8% | -100.9% | -13.1% |
| 3Y | +48.4% | +48.1% | +0.3% | +30.5% |
| 5Y | +16.6% | +91.9% | -75.3% | -4.5% |
| All | +242.6% | +8.7% | +233.9% | +170.3% |
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