+51,512.8%
QCOM vs APH
+141,708.0%
-90,195.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.2% | +11.5% | +7.8% |
| 7D | -5.3% | -2.4% | -2.9% | -4.6% |
| 30D | -4.2% | -9.5% | +5.3% | -0.6% |
| 3M | +7.0% | -7.6% | +14.7% | +9.7% |
| 6M | +3.8% | +12.4% | -8.6% | -2.8% |
| YTD | +2.8% | +17.5% | -14.7% | -7.8% |
| 1Y | +2.3% | +16.4% | -14.1% | -8.1% |
| 3Y | +54.4% | +281.6% | -227.2% | -14.8% |
| 5Y | +23.7% | +317.7% | -294.1% | -32.9% |
| 10Y | +240.0% | +967.8% | -727.9% | +33.2% |
| All | +51,512.8% | +141,708.0% | -90,195.3% | +7,247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling