+203.0%
AMAT vs CMCSA
-30.7%
+233.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.3% |
| 7D | -1.5% | -2.1% | +0.6% | -1.5% |
| 30D | -14.8% | +7.0% | -21.8% | -14.9% |
| 3M | -9.3% | +15.1% | -24.4% | -9.8% |
| 6M | +27.4% | -15.4% | +42.7% | +31.2% |
| YTD | +77.6% | -1.9% | +79.5% | +77.0% |
| 1Y | +188.9% | -12.7% | +201.7% | +196.5% |
| All | +203.0% | -30.7% | +233.8% | +223.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling