+216.5%
QCOM vs APH
+894.6%
-678.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +2.8% |
| 7D | +0.4% | -5.9% | +6.3% | +4.1% |
| 30D | -6.6% | -14.8% | +8.2% | +3.4% |
| 3M | +3.7% | -12.4% | +16.1% | +11.8% |
| 6M | -13.3% | +8.1% | -21.4% | -21.1% |
| YTD | -1.8% | +10.9% | -12.7% | -17.9% |
| 1Y | -2.5% | +8.8% | -11.3% | -17.9% |
| 3Y | +47.0% | +262.1% | -215.1% | -58.6% |
| 5Y | +13.1% | +283.1% | -270.0% | -69.4% |
| All | +216.5% | +894.6% | -678.1% | -61.4% |
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