+14.1%
QCOM vs ATI
+959.5%
-945.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -1.3% |
| 7D | +4.3% | +4.2% | +0.1% | +2.8% |
| 30D | -0.1% | -2.5% | +2.4% | +0.7% |
| 3M | +5.2% | -19.4% | +24.7% | +12.7% |
| 6M | -18.4% | +11.1% | -29.4% | -22.1% |
| YTD | +2.4% | +59.5% | -57.1% | -14.9% |
| 1Y | +0.9% | +85.8% | -84.9% | -20.6% |
| 3Y | +48.4% | +311.9% | -263.5% | -16.6% |
| All | +14.1% | +959.5% | -945.4% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling