+230.9%
QCOM vs APTV
-26.1%
+257.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +5.8% | -9.8% | +15.6% | +10.2% |
| 30D | -2.3% | -8.9% | +6.6% | +1.4% |
| 3M | +2.7% | -19.5% | +22.2% | +11.6% |
| 6M | -21.0% | -31.1% | +10.1% | -9.8% |
| YTD | +1.8% | -47.5% | +49.4% | +28.6% |
| 1Y | +2.4% | -52.3% | +54.7% | +34.5% |
| 3Y | +52.1% | -45.2% | +97.3% | +80.2% |
| 5Y | +14.6% | -76.9% | +91.5% | +88.6% |
| 10Y | +230.9% | -25.1% | +256.0% | +252.5% |
| All | +230.9% | -26.1% | +257.0% | +252.5% |
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