+230.9%
QCOM vs APH
+978.7%
-747.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.2% | -4.5% | -1.8% |
| 7D | +5.8% | +1.1% | +4.7% | +4.4% |
| 30D | -2.3% | -7.5% | +5.2% | +2.2% |
| 3M | +2.7% | -4.4% | +7.1% | +4.3% |
| 6M | -21.0% | +26.5% | -47.5% | -35.1% |
| YTD | +1.8% | +20.0% | -18.2% | -19.4% |
| 1Y | +2.4% | +16.9% | -14.4% | -17.9% |
| 3Y | +52.1% | +288.5% | -236.4% | -59.1% |
| 5Y | +14.6% | +310.3% | -295.6% | -70.3% |
| 10Y | +230.9% | +951.3% | -720.4% | -61.1% |
| All | +230.9% | +978.7% | -747.8% | -61.1% |
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