+11.2%
QCOM vs ADP
+47.3%
-36.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.8% | +6.1% |
| 7D | +0.4% | +3.2% | -2.9% | -1.1% |
| 30D | -6.6% | +14.9% | -21.5% | -12.9% |
| 3M | +3.7% | +11.6% | -7.9% | -2.3% |
| 6M | -13.3% | +48.5% | -61.8% | -31.8% |
| YTD | -1.8% | +20.6% | -22.4% | -11.7% |
| 1Y | -2.5% | +23.7% | -26.2% | -14.0% |
| 3Y | +47.0% | +47.8% | -0.8% | +10.1% |
| All | +11.2% | +47.3% | -36.1% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling