+11.2%
QCOM vs APD
+11.0%
+0.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +6.1% |
| 7D | +0.4% | -3.7% | +4.0% | +2.0% |
| 30D | -6.6% | +9.6% | -16.2% | -10.0% |
| 3M | +3.7% | +1.6% | +2.1% | +2.9% |
| 6M | -13.3% | +2.2% | -15.5% | -14.5% |
| YTD | -1.8% | +25.9% | -27.6% | -12.1% |
| 1Y | -2.5% | +20.1% | -22.6% | -11.2% |
| 3Y | +47.0% | +12.4% | +34.6% | +35.3% |
| All | +11.2% | +11.0% | +0.2% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling