+30.9%
QCOM vs APH
+120.4%
-89.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -47.8% | +47.3% | +19.4% |
| 7D | +3.0% | -48.7% | +51.7% | +24.7% |
| 30D | +7.7% | -51.9% | +59.6% | +35.2% |
| 3M | -30.1% | -43.6% | +13.5% | -21.0% |
| 6M | +22.8% | -37.5% | +60.4% | +26.7% |
| YTD | +0.2% | -38.6% | +38.8% | -0.9% |
| 1Y | +7.9% | -26.3% | +34.2% | -10.4% |
| 3Y | +55.8% | +89.2% | -33.4% | -52.4% |
| All | +30.9% | +120.4% | -89.5% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling