-11.0%
QCOM vs PATH
-9.8%
-1.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.7% | -5.8% | -9.2% |
| 7D | -15.5% | -5.6% | -9.9% | -15.1% |
| 30D | -13.4% | -0.7% | -12.7% | -13.3% |
| 3M | 0.0% | -5.9% | +5.9% | +0.1% |
| 6M | -15.2% | +21.6% | -36.8% | -16.5% |
| YTD | -6.9% | -20.6% | +13.7% | -5.6% |
| 1Y | -11.0% | -10.6% | -0.4% | -11.4% |
| All | -11.0% | -9.8% | -1.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling