+2,236.9%
CMCSA vs ADP
+11,097.1%
-8,860.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.5% |
| 7D | -2.1% | -3.4% | +1.3% | -0.3% |
| 30D | +7.0% | +2.8% | +4.2% | +5.4% |
| 3M | +15.1% | +20.9% | -5.8% | +3.9% |
| 6M | -15.4% | +29.9% | -45.2% | -27.0% |
| YTD | -1.9% | +9.6% | -11.5% | -8.0% |
| 1Y | -12.7% | -5.3% | -7.4% | -11.7% |
| 3Y | -31.0% | +16.5% | -47.5% | -38.2% |
| 5Y | -46.1% | +49.4% | -95.5% | -58.4% |
| 10Y | +10.8% | +282.2% | -271.4% | -50.9% |
| All | +2,236.9% | +11,097.1% | -8,860.3% | +63.6% |
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