+0.9%
QCOM vs ADP
+26.1%
-25.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.5% |
| 7D | +4.3% | +2.2% | +2.1% | +4.8% |
| 30D | -0.1% | +10.6% | -10.6% | +2.2% |
| 3M | +5.2% | +12.9% | -7.7% | +8.1% |
| 6M | -18.4% | +50.6% | -69.0% | -14.9% |
| YTD | +2.4% | +23.2% | -20.8% | +17.5% |
| 1Y | +0.9% | +25.3% | -24.4% | +14.5% |
| All | +0.9% | +26.1% | -25.2% | +14.5% |
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