-15.2%
QCOM vs APLD
-61.2%
+46.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.7% | +5.2% | -6.3% |
| 7D | -15.5% | -27.0% | +11.5% | -9.7% |
| 30D | -13.4% | -44.1% | +30.7% | -3.1% |
| 3M | 0.0% | -52.6% | +52.6% | +14.9% |
| 6M | -15.2% | -64.5% | +49.3% | +7.3% |
| All | -15.2% | -61.2% | +46.0% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling