+54.6%
QCOM vs ARM
+211.3%
-156.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +4.1% |
| 7D | +0.4% | -15.2% | +15.6% | +5.3% |
| 30D | -6.6% | -40.7% | +34.1% | +8.6% |
| 3M | +3.7% | -39.1% | +42.8% | +18.8% |
| 6M | -13.3% | -26.4% | +13.1% | -7.7% |
| YTD | -1.8% | +59.7% | -61.5% | -17.0% |
| 1Y | -2.5% | +10.3% | -12.9% | -8.7% |
| 3Y | +47.0% | +228.9% | -181.9% | +6.1% |
| All | +54.6% | +211.3% | -156.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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