+254.0%
QCOM vs APD
+165.5%
+88.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +3.3% | -2.2% | +5.5% | +4.6% |
| 30D | +7.7% | +2.1% | +5.6% | +6.5% |
| 3M | -30.1% | +7.2% | -37.2% | -33.2% |
| 6M | +22.8% | +11.2% | +11.6% | +14.7% |
| YTD | +0.2% | +24.4% | -24.2% | -12.5% |
| 1Y | +7.9% | +6.7% | +1.2% | +1.8% |
| 3Y | +55.8% | +9.2% | +46.6% | +39.5% |
| 5Y | +30.1% | +27.4% | +2.7% | +3.8% |
| All | +254.0% | +165.5% | +88.6% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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