+2,121.8%
CMCSA vs ADM
+1,585.0%
+536.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -0.6% | +0.7% | -1.3% | -0.8% |
| 30D | +18.8% | -14.7% | +33.5% | +24.6% |
| 3M | -1.1% | -10.4% | +9.3% | +1.9% |
| 6M | +2.5% | -10.9% | +13.5% | +5.4% |
| YTD | -6.7% | +26.0% | -32.7% | -14.5% |
| 1Y | 0.0% | +26.5% | -26.5% | -8.7% |
| 3Y | -28.9% | +8.2% | -37.1% | -33.8% |
| 5Y | -41.1% | +24.0% | -65.1% | -48.7% |
| 10Y | +4.5% | +128.4% | -123.9% | -26.6% |
| All | +2,121.8% | +1,585.0% | +536.8% | +565.5% |
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 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