+216.5%
QCOM vs APD
+185.9%
+30.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.3% |
| 7D | +0.4% | -3.7% | +4.0% | +2.5% |
| 30D | -6.6% | +9.6% | -16.2% | -11.1% |
| 3M | +3.7% | +1.6% | +2.1% | +2.6% |
| 6M | -13.3% | +2.2% | -15.5% | -15.0% |
| YTD | -1.8% | +25.9% | -27.6% | -14.9% |
| 1Y | -2.5% | +20.1% | -22.6% | -13.7% |
| 3Y | +47.0% | +12.4% | +34.6% | +29.2% |
| 5Y | +13.1% | +11.1% | +2.0% | -1.2% |
| All | +216.5% | +185.9% | +30.6% | +57.0% |
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