+54.3%
QCOM vs APLD
+351.5%
-297.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | 0.0% |
| 7D | +3.3% | +4.1% | -0.7% | +3.1% |
| 30D | +7.7% | -11.7% | +19.4% | +8.5% |
| 3M | -30.1% | -40.3% | +10.2% | -27.9% |
| 6M | +22.8% | -8.0% | +30.8% | +22.7% |
| YTD | +0.2% | +7.5% | -7.4% | -1.4% |
| 1Y | +7.9% | +84.0% | -76.2% | +2.2% |
| All | +54.3% | +351.5% | -297.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 3y: compounded portfolio wealth divided by compounded APLD 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…
3y analysis · Full analysis span regression · 6 months rolling