+62.1%
QCOM vs ARM
+223.5%
-161.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +2.0% |
| 7D | +5.5% | -10.4% | +15.9% | +8.9% |
| 30D | -1.1% | -31.8% | +30.7% | +10.5% |
| 3M | +7.6% | -32.2% | +39.8% | +19.5% |
| 6M | -20.1% | -14.9% | -5.2% | -18.0% |
| YTD | +3.0% | +66.0% | -63.0% | -13.9% |
| 1Y | +3.2% | +17.2% | -14.0% | -5.0% |
| 3Y | +48.9% | +247.2% | -198.3% | +5.8% |
| All | +62.1% | +223.5% | -161.4% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling