+242.6%
QCOM vs ADP
+322.2%
-79.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -3.0% |
| 7D | +4.3% | +2.2% | +2.1% | +3.1% |
| 30D | -0.1% | +10.6% | -10.6% | -5.8% |
| 3M | +5.2% | +12.9% | -7.7% | -2.4% |
| 6M | -18.4% | +50.6% | -69.0% | -37.3% |
| YTD | +2.4% | +23.2% | -20.8% | -11.7% |
| 1Y | +0.9% | +25.3% | -24.4% | -14.0% |
| 3Y | +48.4% | +47.1% | +1.3% | +12.5% |
| 5Y | +16.6% | +50.1% | -33.5% | -13.0% |
| All | +242.6% | +322.2% | -79.5% | +63.8% |
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