+245.8%
QCOM vs ATI
+1,017.6%
-771.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.9% | +1.1% |
| 7D | +2.0% | +4.7% | -2.8% | +0.9% |
| 30D | +1.2% | -0.2% | +1.5% | +1.2% |
| 3M | +9.1% | -18.5% | +27.6% | +14.4% |
| 6M | -25.0% | +16.4% | -41.3% | -28.2% |
| YTD | +4.8% | +63.4% | -58.6% | -8.5% |
| 1Y | +3.6% | +91.5% | -87.9% | -13.1% |
| 3Y | +51.5% | +329.2% | -277.8% | +1.5% |
| 5Y | +19.7% | +966.7% | -947.0% | -35.3% |
| 10Y | +245.8% | +1,003.8% | -758.0% | +77.3% |
| All | +245.8% | +1,017.6% | -771.8% | +77.3% |
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