+7.2%
QCOM vs APH
+274.6%
-267.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.3% | -0.2% | -4.0% |
| 7D | -15.5% | -12.7% | -2.7% | -8.6% |
| 30D | -13.4% | -19.2% | +5.7% | -2.3% |
| 3M | 0.0% | -16.7% | +16.7% | +10.1% |
| 6M | -15.2% | +5.1% | -20.3% | -20.5% |
| YTD | -6.9% | +6.6% | -13.5% | -19.3% |
| 1Y | -11.0% | +3.9% | -14.9% | -21.9% |
| 3Y | +39.8% | +246.0% | -206.3% | -64.9% |
| 5Y | +7.2% | +268.0% | -260.8% | -74.5% |
| All | +7.2% | +274.6% | -267.4% | -74.5% |
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