+46,613.4%
QCOM vs ADP
+7,534.4%
+39,079.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.2% | -10.7% | -10.2% |
| 7D | -15.5% | +7.4% | -22.8% | -19.1% |
| 30D | -13.4% | +17.1% | -30.5% | -21.6% |
| 3M | 0.0% | +14.4% | -14.4% | -8.7% |
| 6M | -15.2% | +47.9% | -63.1% | -35.3% |
| YTD | -6.9% | +22.1% | -29.0% | -20.9% |
| 1Y | -11.0% | +21.8% | -32.7% | -24.3% |
| 3Y | +39.8% | +50.5% | -10.7% | +3.1% |
| 5Y | +7.2% | +49.6% | -42.4% | -20.7% |
| 10Y | +207.7% | +329.3% | -121.6% | +15.2% |
| All | +46,613.4% | +7,534.4% | +39,079.0% | +3,192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling