+3.2%
QCOM vs APD
+23.0%
-19.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +5.5% | -0.2% | +5.8% | +5.7% |
| 30D | -1.1% | +11.0% | -12.1% | -2.0% |
| 3M | +7.6% | +2.0% | +5.6% | +7.4% |
| 6M | -20.1% | +7.1% | -27.1% | -20.3% |
| YTD | +3.0% | +29.8% | -26.7% | -0.6% |
| 1Y | +3.2% | +24.0% | -20.8% | +0.1% |
| All | +3.2% | +23.0% | -19.8% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling