+254.0%
QCOM vs ADP
+285.0%
-31.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.2% |
| 7D | +3.3% | -3.4% | +6.8% | +5.3% |
| 30D | +7.7% | +2.8% | +4.9% | +5.9% |
| 3M | -30.1% | +20.9% | -51.0% | -38.2% |
| 6M | +22.8% | +29.9% | -7.0% | +2.6% |
| YTD | +0.2% | +9.6% | -9.5% | -7.2% |
| 1Y | +7.9% | -5.3% | +13.1% | +9.1% |
| 3Y | +55.8% | +16.5% | +39.3% | +36.5% |
| 5Y | +30.1% | +49.4% | -19.3% | -2.3% |
| All | +254.0% | +285.0% | -31.0% | +78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling