+23.4%
QCOM vs APLD
+201.5%
-178.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.7% | +5.2% | -8.6% |
| 7D | -15.5% | -27.0% | +11.5% | -13.8% |
| 30D | -13.4% | -44.1% | +30.7% | -10.4% |
| 3M | 0.0% | -52.6% | +52.6% | +4.3% |
| 6M | -15.2% | -64.5% | +49.3% | -10.5% |
| YTD | -6.9% | -42.2% | +35.3% | -5.2% |
| 1Y | -11.0% | -57.2% | +46.2% | -8.3% |
| 3Y | +39.8% | +159.5% | -119.8% | +20.7% |
| All | +23.4% | +201.5% | -178.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling