-2.5%
QCOM vs ADVB
-77.7%
+75.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.3% | +5.5% |
| 7D | +0.4% | -13.9% | +14.3% | +0.5% |
| 30D | -6.6% | -68.1% | +61.5% | -6.1% |
| 3M | +3.7% | -73.4% | +77.1% | +4.2% |
| 6M | -13.3% | -70.8% | +57.5% | -14.4% |
| YTD | -1.8% | -66.1% | +64.3% | -1.9% |
| 1Y | -2.5% | -77.5% | +75.0% | +2.2% |
| All | -2.5% | -77.7% | +75.1% | +2.2% |
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