+1,254.4%
AAPL vs CMCSA
+7.3%
+1,247.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.6% |
| 7D | -0.5% | -5.6% | +5.1% | +1.7% |
| 30D | +7.1% | -1.9% | +9.0% | +7.7% |
| 3M | +12.1% | +6.4% | +5.7% | +8.5% |
| 6M | +25.4% | -16.9% | +42.4% | +33.3% |
| YTD | +20.5% | -6.8% | +27.2% | +21.3% |
| 1Y | +44.5% | -15.9% | +60.4% | +51.8% |
| 3Y | +85.8% | -33.4% | +119.2% | +111.4% |
| 5Y | +124.8% | -46.7% | +171.4% | +177.4% |
| All | +1,254.4% | +7.3% | +1,247.1% | +1,137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 10y: compounded portfolio wealth divided by compounded CMCSA 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…
10y analysis · Full analysis span regression · 6 months rolling