+4.6%
CMCSA vs ADP
+270.4%
-265.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.1% |
| 7D | -8.3% | -5.7% | -2.6% | -5.7% |
| 30D | -2.4% | -3.1% | +0.7% | -1.0% |
| 3M | +4.5% | +15.6% | -11.1% | -2.6% |
| 6M | -18.8% | +20.8% | -39.6% | -26.4% |
| YTD | -8.9% | +4.7% | -13.7% | -11.8% |
| 1Y | -18.3% | -8.3% | -10.0% | -15.5% |
| 3Y | -35.0% | +13.6% | -48.5% | -40.2% |
| 5Y | -48.2% | +45.0% | -93.2% | -58.6% |
| 10Y | +4.6% | +279.0% | -274.4% | -46.3% |
| All | +4.6% | +270.4% | -265.9% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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