+47.0%
QCOM vs APD
+11.7%
+35.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.9% |
| 7D | +0.4% | -3.7% | +4.0% | +1.3% |
| 30D | -6.6% | +9.6% | -16.2% | -8.4% |
| 3M | +3.7% | +1.6% | +2.1% | +3.3% |
| 6M | -13.3% | +2.2% | -15.5% | -13.9% |
| YTD | -1.8% | +25.9% | -27.6% | -7.5% |
| 1Y | -2.5% | +20.1% | -22.6% | -7.3% |
| 3Y | +47.0% | +12.4% | +34.6% | +42.0% |
| All | +47.0% | +11.7% | +35.3% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling