+2,236.9%
CMCSA vs ADM
+1,908.9%
+328.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +3.8% | -5.9% | -3.3% |
| 30D | +7.0% | +9.8% | -2.7% | +3.8% |
| 3M | +15.1% | +2.1% | +13.0% | +13.9% |
| 6M | -15.4% | +27.5% | -42.9% | -22.2% |
| YTD | -1.9% | +50.2% | -52.1% | -14.7% |
| 1Y | -12.7% | +40.6% | -53.3% | -22.8% |
| 3Y | -31.0% | +17.2% | -48.2% | -37.2% |
| 5Y | -46.1% | +61.9% | -108.0% | -56.8% |
| 10Y | +10.8% | +159.3% | -148.4% | -25.2% |
| All | +2,236.9% | +1,908.9% | +328.0% | +564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling