+147.1%
AMAT vs CMCSA
-40.2%
+187.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.1% |
| 7D | +11.4% | +3.2% | +8.2% | +10.6% |
| 30D | -17.0% | +19.5% | -36.6% | -20.8% |
| 3M | -30.6% | -2.4% | -28.2% | -30.4% |
| 6M | -14.9% | +3.8% | -18.8% | -16.8% |
| YTD | +44.7% | -5.4% | +50.1% | +42.8% |
| 1Y | +66.9% | +1.1% | +65.8% | +59.2% |
| 3Y | +153.3% | -27.1% | +180.4% | +172.5% |
| All | +147.1% | -40.2% | +187.3% | +164.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling