+50,186.6%
QCOM vs APD
+4,112.7%
+46,073.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | +3.3% | -2.2% | +5.5% | +4.4% |
| 30D | +7.7% | +2.1% | +5.6% | +6.7% |
| 3M | -30.1% | +7.2% | -37.2% | -32.7% |
| 6M | +22.8% | +11.2% | +11.6% | +16.1% |
| YTD | +0.2% | +24.4% | -24.2% | -10.3% |
| 1Y | +7.9% | +6.7% | +1.2% | +2.7% |
| 3Y | +55.8% | +9.2% | +46.6% | +42.4% |
| 5Y | +30.1% | +27.4% | +2.7% | +10.6% |
| 10Y | +248.9% | +164.8% | +84.1% | +113.6% |
| All | +50,186.6% | +4,112.7% | +46,073.9% | +8,724.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling