+254.0%
QCOM vs ADM
+159.6%
+94.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +3.8% | -0.4% | +1.9% |
| 30D | +7.7% | +9.8% | -2.1% | +3.7% |
| 3M | -30.1% | +2.1% | -32.2% | -30.9% |
| 6M | +22.8% | +27.5% | -4.7% | +11.1% |
| YTD | +0.2% | +50.2% | -50.0% | -15.2% |
| 1Y | +7.9% | +40.6% | -32.7% | -6.9% |
| 3Y | +55.8% | +17.2% | +38.6% | +40.4% |
| 5Y | +30.1% | +61.9% | -31.8% | -4.9% |
| All | +254.0% | +159.6% | +94.4% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling