+254.0%
QCOM vs ATI
+1,073.5%
-819.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.7% | +2.7% | +5.0% | +6.7% |
| 3M | -30.1% | +16.3% | -46.4% | -32.8% |
| 6M | +22.8% | +30.2% | -7.3% | +14.4% |
| YTD | +0.2% | +83.6% | -83.4% | -14.4% |
| 1Y | +7.9% | +173.0% | -165.1% | -16.8% |
| 3Y | +55.8% | +356.6% | -300.8% | +4.0% |
| 5Y | +30.1% | +1,074.2% | -1,044.1% | -30.2% |
| All | +254.0% | +1,073.5% | -819.5% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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