+47.0%
QCOM vs ADI
+127.5%
-80.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.0% |
| 7D | +0.4% | -12.8% | +13.2% | +11.2% |
| 30D | -6.6% | -11.3% | +4.7% | +2.3% |
| 3M | +3.7% | -3.4% | +7.0% | +5.9% |
| 6M | -13.3% | -12.0% | -1.3% | -4.2% |
| YTD | -1.8% | +35.3% | -37.0% | -21.9% |
| 1Y | -2.5% | +58.1% | -60.6% | -31.3% |
| 3Y | +47.0% | +127.4% | -80.4% | -21.0% |
| All | +47.0% | +127.5% | -80.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 3y: compounded portfolio wealth divided by compounded ADI 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…
3y analysis · Full analysis span regression · 6 months rolling