-2.5%
QCOM vs ARM
+4.6%
-7.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.7% | +0.8% | +4.0% |
| 7D | +0.4% | -15.2% | +15.6% | +5.8% |
| 30D | -6.6% | -40.7% | +34.1% | +9.9% |
| 3M | +3.7% | -39.1% | +42.8% | +20.1% |
| 6M | -13.3% | -26.4% | +13.1% | -4.0% |
| YTD | -1.8% | +59.7% | -61.5% | -4.9% |
| 1Y | -2.5% | +10.3% | -12.9% | +7.8% |
| All | -2.5% | +4.6% | -7.1% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling