+250.3%
QCOM vs APH
+454.1%
-203.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -47.8% | +47.3% | +24.8% |
| 7D | +3.0% | -48.7% | +51.7% | +30.6% |
| 30D | +7.7% | -51.9% | +59.6% | +42.2% |
| 3M | -30.1% | -43.6% | +13.5% | -18.1% |
| 6M | +22.8% | -37.5% | +60.4% | +29.9% |
| YTD | +0.2% | -38.6% | +38.8% | +2.0% |
| 1Y | +7.9% | -26.3% | +34.2% | -7.2% |
| 3Y | +55.8% | +89.2% | -33.4% | -43.6% |
| 5Y | +30.1% | +119.8% | -89.7% | -58.2% |
| All | +250.3% | +454.1% | -203.7% | -46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling