+47.0%
QCOM vs APLD
+185.8%
-138.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.7% | -4.2% | +4.8% |
| 7D | +0.4% | -12.7% | +13.1% | +1.2% |
| 30D | -6.6% | -34.7% | +28.1% | -4.1% |
| 3M | +3.7% | -46.1% | +49.8% | +7.5% |
| 6M | -13.3% | -64.9% | +51.5% | -8.2% |
| YTD | -1.8% | -36.6% | +34.8% | -0.1% |
| 1Y | -2.5% | -50.0% | +47.5% | -0.1% |
| 3Y | +47.0% | +190.1% | -143.1% | +29.1% |
| All | +47.0% | +185.8% | -138.9% | +29.1% |
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