+242.6%
QCOM vs APTV
-27.4%
+270.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +4.3% | -1.7% | +6.0% | +5.0% |
| 30D | -0.1% | -11.6% | +11.5% | +5.0% |
| 3M | +5.2% | -21.2% | +26.4% | +15.4% |
| 6M | -18.4% | -28.5% | +10.2% | -8.1% |
| YTD | +2.4% | -49.1% | +51.5% | +30.9% |
| 1Y | +0.9% | -52.2% | +53.1% | +32.3% |
| 3Y | +48.4% | -48.6% | +97.0% | +80.7% |
| 5Y | +16.6% | -77.3% | +93.8% | +93.4% |
| All | +242.6% | -27.4% | +270.0% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling