+230.9%
QCOM vs APD
+192.6%
+38.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.6% |
| 7D | +5.8% | -1.6% | +7.4% | +6.8% |
| 30D | -2.3% | +10.6% | -12.9% | -7.4% |
| 3M | +2.7% | +2.5% | +0.2% | +1.2% |
| 6M | -21.0% | +6.0% | -27.0% | -24.0% |
| YTD | +1.8% | +28.4% | -26.6% | -12.6% |
| 1Y | +2.4% | +22.2% | -19.7% | -10.1% |
| 3Y | +52.1% | +26.6% | +25.6% | +25.3% |
| 5Y | +14.6% | +11.8% | +2.9% | 0.0% |
| 10Y | +230.9% | +187.8% | +43.1% | +61.5% |
| All | +230.9% | +192.6% | +38.3% | +61.5% |
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