-42.0%
CMCSA vs ADM
+23.4%
-65.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +4.6% | -1.8% | +6.4% | +4.9% |
| 30D | +19.8% | -13.3% | +33.1% | +22.5% |
| 3M | -0.3% | -13.4% | +13.1% | +1.9% |
| 6M | +0.3% | -9.6% | +9.9% | +1.4% |
| YTD | -6.9% | +23.0% | -29.9% | -11.4% |
| 1Y | +2.6% | +27.4% | -24.8% | -3.2% |
| 3Y | -29.0% | +5.7% | -34.7% | -32.2% |
| 5Y | -42.0% | +22.1% | -64.1% | -46.3% |
| All | -42.0% | +23.4% | -65.4% | -46.3% |
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