-30.4%
CMCSA vs ADP
+13.9%
-44.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.6% |
| 7D | +0.1% | -5.5% | +5.6% | +2.1% |
| 30D | +3.8% | -1.2% | +5.1% | +4.2% |
| 3M | +12.3% | +17.9% | -5.5% | +6.4% |
| 6M | -15.4% | +20.3% | -35.7% | -20.2% |
| YTD | -2.5% | +5.8% | -8.3% | -2.9% |
| 1Y | -13.4% | -7.7% | -5.7% | -8.3% |
| 3Y | -30.4% | +14.7% | -45.1% | -30.8% |
| All | -30.4% | +13.9% | -44.2% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling