+54.3%
QCOM vs APD
+9.1%
+45.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | -2.2% | +5.5% | +3.9% |
| 30D | +7.7% | +2.1% | +5.6% | +7.2% |
| 3M | -30.1% | +7.2% | -37.2% | -31.4% |
| 6M | +22.8% | +11.2% | +11.6% | +19.2% |
| YTD | +0.2% | +24.4% | -24.2% | -5.8% |
| 1Y | +7.9% | +6.7% | +1.2% | +6.0% |
| All | +54.3% | +9.1% | +45.1% | +49.6% |
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