-45.0%
CMCSA vs ADM
+64.4%
-109.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +3.8% | +11.0% | -7.2% | +1.9% |
| 3M | +12.3% | +6.0% | +6.3% | +11.0% |
| 6M | -15.4% | +26.9% | -42.3% | -19.5% |
| YTD | -2.5% | +50.0% | -52.5% | -10.3% |
| 1Y | -13.4% | +39.6% | -53.0% | -19.4% |
| 3Y | -30.4% | +18.5% | -48.9% | -34.2% |
| 5Y | -45.0% | +62.6% | -107.6% | -55.5% |
| All | -45.0% | +64.4% | -109.5% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling