+2.3%
QCOM vs ADVB
-76.7%
+79.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.9% | +5.4% |
| 7D | -5.3% | -29.5% | +24.2% | -5.1% |
| 30D | -4.2% | -66.9% | +62.7% | -3.8% |
| 3M | +7.0% | -73.7% | +80.8% | +7.5% |
| 6M | +3.8% | -64.8% | +68.6% | +2.3% |
| YTD | +2.8% | -64.0% | +66.9% | +2.6% |
| 1Y | +2.3% | -77.0% | +79.3% | +7.3% |
| All | +2.3% | -76.7% | +79.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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