+513.1%
QCOM vs ATI
+955.8%
-442.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +5.5% | +1.3% | +4.2% | +5.3% |
| 30D | -1.1% | -4.8% | +3.6% | 0.0% |
| 3M | +7.6% | -19.9% | +27.5% | +13.1% |
| 6M | -20.1% | +15.4% | -35.4% | -23.2% |
| YTD | +3.0% | +59.2% | -56.2% | -9.1% |
| 1Y | +3.2% | +86.3% | -83.0% | -12.4% |
| 3Y | +48.9% | +318.2% | -269.4% | +1.2% |
| 5Y | +21.1% | +958.6% | -937.6% | -35.2% |
| 10Y | +242.8% | +996.8% | -754.0% | +56.5% |
| All | +513.1% | +955.8% | -442.7% | +72.0% |
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