+245.8%
QCOM vs ADM
+118.6%
+127.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.6% | +0.9% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +1.2% | -11.8% | +13.0% | +5.7% |
| 3M | +9.1% | -11.3% | +20.4% | +13.4% |
| 6M | -25.0% | -10.0% | -15.0% | -22.8% |
| YTD | +4.8% | +25.9% | -21.1% | -5.9% |
| 1Y | +3.6% | +26.7% | -23.1% | -7.5% |
| 3Y | +51.5% | +8.1% | +43.3% | +38.2% |
| 5Y | +19.7% | +23.5% | -3.8% | -2.5% |
| 10Y | +245.8% | +128.2% | +117.6% | +102.5% |
| All | +245.8% | +118.6% | +127.2% | +102.5% |
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