+242.6%
QCOM vs APH
+926.5%
-683.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.5% |
| 7D | +4.3% | +4.9% | -0.6% | +0.8% |
| 30D | -0.1% | -5.4% | +5.3% | +3.0% |
| 3M | +5.2% | -5.5% | +10.7% | +7.6% |
| 6M | -18.4% | +25.9% | -44.3% | -32.2% |
| YTD | +2.4% | +16.4% | -14.0% | -17.2% |
| 1Y | +0.9% | +16.5% | -15.6% | -19.1% |
| 3Y | +48.4% | +270.9% | -222.5% | -58.7% |
| 5Y | +16.6% | +289.5% | -272.9% | -68.7% |
| All | +242.6% | +926.5% | -683.8% | -59.0% |
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