+230.9%
QCOM vs ADP
+327.9%
-97.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +5.8% | +1.1% | +4.7% | +5.1% |
| 30D | -2.3% | +11.5% | -13.8% | -8.4% |
| 3M | +2.7% | +12.0% | -9.3% | -4.4% |
| 6M | -21.0% | +43.8% | -64.8% | -37.8% |
| YTD | +1.8% | +20.1% | -18.2% | -11.0% |
| 1Y | +2.4% | +22.3% | -19.9% | -11.6% |
| 3Y | +52.1% | +43.3% | +8.9% | +17.1% |
| 5Y | +14.6% | +47.3% | -32.7% | -13.6% |
| 10Y | +230.9% | +313.7% | -82.8% | +63.6% |
| All | +230.9% | +327.9% | -97.0% | +63.6% |
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