-28.0%
CMCSA vs ADP
+43.3%
-71.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | +18.6% | +11.5% | +7.1% | +13.9% |
| 3M | -1.8% | +12.0% | -13.9% | -6.0% |
| 6M | -0.7% | +43.8% | -44.5% | -12.8% |
| YTD | -7.8% | +20.1% | -27.9% | -12.0% |
| 1Y | +0.7% | +22.3% | -21.6% | -4.9% |
| 3Y | -28.0% | +43.3% | -71.2% | -37.3% |
| All | -28.0% | +43.3% | -71.3% | -37.3% |
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 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