+205.7%
QCOM vs ARMK
+299.4%
-93.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.9% | -5.6% | -8.2% |
| 7D | -15.5% | -10.2% | -5.2% | -12.3% |
| 30D | -13.4% | -9.3% | -4.1% | -10.5% |
| 3M | 0.0% | -11.4% | +11.4% | +4.0% |
| 6M | -15.2% | +11.6% | -26.8% | -19.2% |
| YTD | -6.9% | +37.5% | -44.4% | -17.4% |
| 1Y | -11.0% | +34.9% | -45.9% | -20.6% |
| 3Y | +39.8% | +83.4% | -43.7% | +11.7% |
| 5Y | +7.2% | +87.9% | -80.7% | -15.4% |
| 10Y | +207.7% | +117.0% | +90.7% | +123.0% |
| All | +205.7% | +299.4% | -93.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 all: compounded portfolio wealth divided by compounded ARMK 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…
all analysis · Full analysis span regression · 6 months rolling