+251.9%
QCOM vs ADP
+319.4%
-67.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +13.0% | +0.3% | +12.8% | +12.8% |
| 30D | +0.2% | +11.6% | -11.4% | -6.1% |
| 3M | +9.2% | +15.1% | -5.8% | +0.3% |
| 6M | -15.0% | +46.0% | -61.0% | -33.5% |
| YTD | +5.2% | +22.4% | -17.2% | -9.0% |
| 1Y | +2.4% | +24.5% | -22.1% | -12.5% |
| 3Y | +52.0% | +44.8% | +7.2% | +16.4% |
| 5Y | +19.7% | +49.1% | -29.3% | -10.3% |
| All | +251.9% | +319.4% | -67.5% | +68.8% |
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