+3.2%
QCOM vs ADM
+25.0%
-21.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +5.5% | -1.8% | +7.4% | +5.7% |
| 30D | -1.1% | -13.3% | +12.1% | 0.0% |
| 3M | +7.6% | -13.4% | +20.9% | +8.9% |
| 6M | -20.1% | -9.6% | -10.5% | -19.1% |
| YTD | +3.0% | +23.0% | -20.0% | +1.0% |
| 1Y | +3.2% | +27.4% | -24.1% | +2.0% |
| All | +3.2% | +25.0% | -21.8% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling