+7.2%
QCOM vs APD
+15.3%
-8.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.6% | -8.3% |
| 7D | -15.5% | -0.7% | -14.7% | -15.2% |
| 30D | -13.4% | +10.1% | -23.6% | -16.7% |
| 3M | 0.0% | +4.9% | -4.8% | -1.9% |
| 6M | -15.2% | +2.5% | -17.7% | -16.4% |
| YTD | -6.9% | +27.8% | -34.7% | -17.2% |
| 1Y | -11.0% | +32.9% | -43.8% | -22.8% |
| 3Y | +39.8% | +13.4% | +26.4% | +28.5% |
| 5Y | +7.2% | +12.8% | -5.6% | -12.4% |
| All | +7.2% | +15.3% | -8.1% | -12.4% |
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