-22.2%
CMCSA vs ADVB
-97.5%
+75.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.5% | -2.2% |
| 7D | +5.0% | -13.9% | +19.0% | +5.0% |
| 30D | +16.5% | -68.1% | +84.6% | +16.6% |
| 3M | -1.6% | -73.4% | +71.8% | -1.4% |
| 6M | -5.0% | -70.8% | +65.8% | -6.4% |
| YTD | -8.3% | -66.1% | +57.8% | -10.4% |
| 1Y | +0.4% | -77.5% | +77.9% | -1.1% |
| All | -22.2% | -97.5% | +75.3% | -13.2% |
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