-20.9%
CMCSA vs ADVB
-95.9%
+75.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.7% | -43.6% | -0.8% |
| 7D | -0.6% | +74.2% | -74.8% | -0.4% |
| 30D | +18.8% | -35.9% | +54.6% | +19.0% |
| 3M | -1.1% | -56.4% | +55.3% | -0.8% |
| 6M | +2.5% | -36.7% | +39.2% | +0.4% |
| YTD | -6.7% | -43.3% | +36.6% | -8.8% |
| 1Y | 0.0% | -63.4% | +63.3% | -1.3% |
| All | -20.9% | -95.9% | +75.0% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling