+7.9%
QCOM vs ADP
-4.5%
+12.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.1% |
| 7D | +3.3% | -3.4% | +6.8% | +2.9% |
| 30D | +7.7% | +2.8% | +4.9% | +8.1% |
| 3M | -30.1% | +20.9% | -51.0% | -28.3% |
| 6M | +22.8% | +29.9% | -7.0% | +23.5% |
| YTD | +0.2% | +9.6% | -9.5% | +7.9% |
| 1Y | +7.9% | -5.3% | +13.1% | +21.0% |
| All | +7.9% | -4.5% | +12.4% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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