+5.4%
CMCSA vs ADM
+118.6%
-113.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +21.0% | -11.8% | +32.8% | +25.8% |
| 3M | -0.9% | -11.3% | +10.4% | +2.5% |
| 6M | +2.9% | -10.0% | +12.9% | +5.5% |
| YTD | -5.9% | +25.9% | -31.8% | -14.8% |
| 1Y | +2.5% | +26.7% | -24.2% | -7.5% |
| 3Y | -28.3% | +8.1% | -36.4% | -33.7% |
| 5Y | -40.8% | +23.5% | -64.3% | -51.2% |
| 10Y | +5.4% | +128.2% | -122.8% | -39.0% |
| All | +5.4% | +118.6% | -113.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling