+46,613.4%
QCOM vs APD
+4,227.6%
+42,385.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.6% | -8.2% |
| 7D | -15.5% | -0.7% | -14.7% | -15.1% |
| 30D | -13.4% | +10.1% | -23.6% | -17.1% |
| 3M | 0.0% | +4.9% | -4.8% | -2.2% |
| 6M | -15.2% | +2.5% | -17.7% | -16.7% |
| YTD | -6.9% | +27.8% | -34.7% | -17.8% |
| 1Y | -11.0% | +32.9% | -43.8% | -23.3% |
| 3Y | +39.8% | +13.4% | +26.4% | +25.5% |
| 5Y | +7.2% | +12.8% | -5.6% | -3.8% |
| 10Y | +207.7% | +194.6% | +13.1% | +79.8% |
| All | +46,613.4% | +4,227.6% | +42,385.8% | +7,991.6% |
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 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