+484.4%
QCOM vs ATI
+915.7%
-431.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +4.4% |
| 7D | +0.4% | +6.2% | -5.8% | -1.0% |
| 30D | -6.6% | -7.1% | +0.5% | -4.9% |
| 3M | +3.7% | -21.3% | +25.0% | +9.5% |
| 6M | -13.3% | +6.5% | -19.8% | -15.1% |
| YTD | -1.8% | +53.2% | -55.0% | -12.5% |
| 1Y | -2.5% | +82.7% | -85.2% | -16.9% |
| 3Y | +47.0% | +314.3% | -267.3% | +0.2% |
| 5Y | +13.1% | +890.9% | -877.8% | -38.5% |
| 10Y | +224.7% | +1,142.3% | -917.7% | +43.6% |
| All | +484.4% | +915.7% | -431.3% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling