+242.8%
QCOM vs APD
+187.0%
+55.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +5.5% | -0.2% | +5.8% | +5.8% |
| 30D | -1.1% | +11.0% | -12.1% | -6.5% |
| 3M | +7.6% | +1.3% | +6.3% | +6.7% |
| 6M | -20.1% | +6.4% | -26.4% | -23.3% |
| YTD | +3.0% | +28.9% | -25.9% | -11.8% |
| 1Y | +3.2% | +23.2% | -20.0% | -9.8% |
| 3Y | +48.9% | +26.3% | +22.5% | +22.8% |
| 5Y | +21.1% | +12.0% | +9.0% | +5.5% |
| 10Y | +242.8% | +183.2% | +59.6% | +62.1% |
| All | +242.8% | +187.0% | +55.8% | +62.1% |
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