+4.6%
CMCSA vs ADM
+171.4%
-166.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.4% | -9.0% | -7.4% |
| 7D | -8.3% | +1.4% | -9.7% | -8.7% |
| 30D | -2.4% | +8.2% | -10.6% | -5.0% |
| 3M | +4.5% | +8.7% | -4.2% | +1.3% |
| 6M | -18.8% | +29.1% | -47.9% | -26.0% |
| YTD | -8.9% | +53.7% | -62.6% | -22.1% |
| 1Y | -18.3% | +43.2% | -61.5% | -28.7% |
| 3Y | -35.0% | +21.4% | -56.4% | -41.4% |
| 5Y | -48.2% | +67.1% | -115.3% | -61.4% |
| 10Y | +4.6% | +176.6% | -172.0% | -42.2% |
| All | +4.6% | +171.4% | -166.9% | -42.2% |
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