+250.3%
QCOM vs APH
+1,060.9%
-810.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | +3.3% | +5.0% | -1.6% | -0.2% |
| 30D | +7.7% | -3.9% | +11.6% | +9.9% |
| 3M | -30.1% | +13.0% | -43.0% | -36.7% |
| 6M | +22.8% | +25.2% | -2.3% | +0.3% |
| YTD | +0.2% | +22.9% | -22.7% | -21.2% |
| 1Y | +7.9% | +47.8% | -40.0% | -28.4% |
| 3Y | +55.8% | +283.0% | -227.2% | -56.9% |
| 5Y | +30.1% | +349.7% | -319.6% | -68.3% |
| All | +250.3% | +1,060.9% | -810.5% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded APH 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling