+2,095.8%
CMCSA vs ADP
+12,160.8%
-10,065.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.7% | +1.1% | +1.6% | +2.1% |
| 30D | +18.6% | +11.5% | +7.1% | +12.1% |
| 3M | -1.8% | +12.0% | -13.9% | -7.6% |
| 6M | -0.7% | +43.8% | -44.5% | -18.4% |
| YTD | -7.8% | +20.1% | -27.9% | -17.7% |
| 1Y | +0.7% | +22.3% | -21.6% | -10.9% |
| 3Y | -28.0% | +43.3% | -71.2% | -41.9% |
| 5Y | -42.1% | +47.3% | -89.4% | -54.9% |
| 10Y | +8.2% | +313.7% | -305.5% | -54.0% |
| All | +2,095.8% | +12,160.8% | -10,065.0% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling