+50,186.6%
QCOM vs ADM
+1,273.4%
+48,913.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +3.3% | +3.8% | -0.4% | +2.1% |
| 30D | +7.7% | +9.8% | -2.1% | +4.3% |
| 3M | -30.1% | +2.1% | -32.2% | -30.7% |
| 6M | +22.8% | +27.5% | -4.7% | +12.8% |
| YTD | +0.2% | +50.2% | -50.0% | -12.8% |
| 1Y | +7.9% | +40.6% | -32.7% | -4.7% |
| 3Y | +55.8% | +17.2% | +38.6% | +41.6% |
| 5Y | +30.1% | +61.9% | -31.8% | +4.7% |
| 10Y | +248.9% | +159.3% | +89.6% | +137.4% |
| All | +50,186.6% | +1,273.4% | +48,913.2% | +20,755.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling