+167.6%
AMAT vs CMCSA
-41.3%
+208.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.8% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | -20.6% | +21.0% | -41.6% | -24.5% |
| 3M | -24.8% | -0.9% | -23.8% | -24.8% |
| 6M | -10.7% | +2.9% | -13.6% | -12.4% |
| YTD | +54.3% | -5.9% | +60.2% | +52.5% |
| 1Y | +73.7% | +2.5% | +71.3% | +64.4% |
| 3Y | +168.4% | -28.3% | +196.7% | +191.1% |
| 5Y | +167.6% | -40.8% | +208.3% | +183.6% |
| All | +167.6% | -41.3% | +208.8% | +183.6% |
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 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